+180.2%
F vs AGI
+4,691.5%
-4,511.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | +1.6% | +16.0% | -14.4% | +0.7% |
| 30D | +2.6% | +1.0% | +1.7% | +2.5% |
| 3M | -8.8% | +2.5% | -11.3% | -9.1% |
| 6M | +4.6% | -24.0% | +28.7% | +6.0% |
| YTD | -1.9% | -17.2% | +15.3% | -1.4% |
| 1Y | -0.8% | +4.9% | -5.7% | -1.6% |
| 3Y | +43.5% | +142.6% | -99.1% | +34.8% |
| 5Y | -12.1% | +315.2% | -327.2% | -20.2% |
| 10Y | +83.6% | +338.5% | -254.9% | +60.6% |
| All | +180.2% | +4,691.5% | -4,511.3% | +127.8% |
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