+84.1%
F vs AGI
+398.0%
-313.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -4.0% |
| 7D | -4.9% | +2.2% | -7.1% | -5.0% |
| 30D | -2.9% | +11.3% | -14.2% | -3.5% |
| 3M | -9.1% | +5.6% | -14.7% | -9.5% |
| 6M | +12.9% | -27.7% | +40.6% | +14.3% |
| YTD | +6.1% | -4.1% | +10.2% | +5.9% |
| 1Y | +22.5% | +13.8% | +8.7% | +21.3% |
| 3Y | +32.1% | +217.0% | -185.0% | +24.4% |
| 5Y | +43.7% | +404.3% | -360.6% | +32.7% |
| 10Y | +84.1% | +400.5% | -316.4% | +72.5% |
| All | +84.1% | +398.0% | -313.8% | +72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling