+49.3%
F vs AGI
+389.1%
-339.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +3.6% |
| 7D | -3.7% | -5.4% | +1.7% | -3.1% |
| 30D | -0.7% | +6.6% | -7.4% | -1.5% |
| 3M | -1.9% | +8.2% | -10.1% | -3.1% |
| 6M | +16.1% | -29.3% | +45.4% | +19.3% |
| YTD | +9.5% | -7.4% | +16.8% | +9.4% |
| 1Y | +27.2% | +7.9% | +19.3% | +24.9% |
| 3Y | +36.3% | +206.2% | -169.9% | +16.2% |
| 5Y | +49.3% | +397.6% | -348.3% | +19.9% |
| All | +49.3% | +389.1% | -339.8% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling