+180.0%
F vs AGI
+4,543.9%
-4,364.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | -0.4% |
| 7D | +1.0% | +13.9% | -13.0% | +0.2% |
| 30D | +2.1% | -6.2% | +8.4% | +2.4% |
| 3M | -10.3% | -6.9% | -3.3% | -10.0% |
| 6M | +3.3% | -28.7% | +32.0% | +4.9% |
| YTD | -2.0% | -19.8% | +17.8% | -1.3% |
| 1Y | -2.3% | -4.8% | +2.5% | -2.6% |
| 3Y | +49.9% | +144.3% | -94.4% | +40.8% |
| 5Y | -12.5% | +277.2% | -289.7% | -20.2% |
| 10Y | +74.3% | +365.9% | -291.6% | +51.9% |
| All | +180.0% | +4,543.9% | -4,364.0% | +128.0% |
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