+674.6%
EWZ vs AGI
+4,543.9%
-3,869.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.9% | -0.7% |
| 7D | +1.3% | +13.9% | -12.6% | -0.6% |
| 30D | -26.2% | -6.2% | -19.9% | -25.7% |
| 3M | -8.6% | -6.9% | -1.7% | -8.1% |
| 6M | -17.0% | -28.7% | +11.7% | -13.8% |
| YTD | +2.2% | -19.8% | +21.9% | +3.7% |
| 1Y | +2.7% | -4.8% | +7.5% | +1.6% |
| 3Y | +18.2% | +144.3% | -126.1% | +1.0% |
| 5Y | +56.0% | +277.2% | -221.2% | +23.8% |
| 10Y | +60.8% | +365.9% | -305.0% | +14.2% |
| All | +674.6% | +4,543.9% | -3,869.4% | +298.7% |
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