+5,993.3%
FIX vs AGI
+373.6%
+5,619.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.5% |
| 7D | +6.1% | +4.4% | +1.7% | +5.7% |
| 30D | -2.7% | +10.0% | -12.6% | -3.5% |
| 3M | -10.9% | +1.7% | -12.7% | -11.3% |
| 6M | +29.0% | -26.8% | +55.8% | +31.5% |
| YTD | +76.9% | -5.3% | +82.2% | +76.8% |
| 1Y | +130.7% | +11.5% | +119.3% | +128.1% |
| 3Y | +790.7% | +212.9% | +577.7% | +731.3% |
| 5Y | +2,185.6% | +388.8% | +1,796.8% | +1,997.8% |
| 10Y | +5,993.3% | +383.6% | +5,609.7% | +5,538.9% |
| All | +5,993.3% | +373.6% | +5,619.7% | +5,538.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling