+812.1%
EWZ vs AGI
+5,459.2%
-4,647.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | +6.5% | +0.6% | +5.9% | +6.4% |
| 30D | +4.8% | +18.2% | -13.4% | +2.3% |
| 3M | +9.9% | -4.1% | +14.0% | +9.9% |
| 6M | +1.9% | -28.7% | +30.7% | +6.0% |
| YTD | +20.3% | -4.0% | +24.3% | +19.4% |
| 1Y | +35.6% | +17.4% | +18.2% | +30.3% |
| 3Y | +43.4% | +203.0% | -159.6% | +19.2% |
| 5Y | +55.9% | +376.7% | -320.7% | +20.0% |
| 10Y | +84.2% | +407.5% | -323.3% | +29.1% |
| All | +812.1% | +5,459.2% | -4,647.0% | +359.3% |
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