+229.3%
F vs AGI
+5,459.2%
-5,229.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | +5.3% | +0.6% | +4.7% | +5.3% |
| 30D | +4.6% | +18.2% | -13.6% | +3.6% |
| 3M | -3.7% | -4.1% | +0.5% | -3.6% |
| 6M | +16.8% | -28.7% | +45.5% | +18.7% |
| YTD | +15.3% | -4.0% | +19.3% | +15.0% |
| 1Y | +31.0% | +17.4% | +13.6% | +29.0% |
| 3Y | +45.4% | +203.0% | -157.6% | +35.0% |
| 5Y | +54.7% | +376.7% | -322.0% | +39.2% |
| 10Y | +98.2% | +407.5% | -309.3% | +71.8% |
| All | +229.3% | +5,459.2% | -5,229.9% | +165.8% |
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