+606.9%
EQT vs AGI
+5,269.5%
-4,662.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.9% |
| 7D | -1.2% | -5.3% | +4.1% | -0.7% |
| 30D | +1.1% | +6.8% | -5.7% | +0.4% |
| 3M | +4.8% | +8.3% | -3.5% | +3.7% |
| 6M | -10.6% | -29.2% | +18.6% | -8.5% |
| YTD | +3.4% | -7.3% | +10.7% | +2.8% |
| 1Y | +8.7% | +8.0% | +0.6% | +6.3% |
| 3Y | +35.0% | +206.6% | -171.6% | +19.4% |
| 5Y | +204.2% | +398.1% | -193.9% | +156.7% |
| 10Y | +52.5% | +384.0% | -331.5% | +22.6% |
| All | +606.9% | +5,269.5% | -4,662.6% | +391.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling