+14.4%
FIX vs AGI
-1.1%
+15.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +10.8% | -25.9% | -17.3% |
| 7D | -18.9% | -5.3% | -13.6% | -17.7% |
| 30D | -36.3% | -7.1% | -29.1% | -35.0% |
| 3M | -38.5% | +4.4% | -42.9% | -39.7% |
| 6M | -42.3% | -23.0% | -19.2% | -38.9% |
| YTD | +17.1% | -22.0% | +39.1% | +19.7% |
| 1Y | +14.4% | +0.3% | +14.1% | -4.2% |
| All | +14.4% | -1.1% | +15.5% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling