+3,644.4%
FIX vs AGI
+335.7%
+3,308.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.7% | -0.2% |
| 7D | -13.9% | +13.9% | -27.9% | -15.1% |
| 30D | -35.5% | -6.2% | -29.3% | -35.2% |
| 3M | -33.9% | -6.9% | -27.0% | -33.7% |
| 6M | -43.3% | -28.7% | -14.6% | -41.9% |
| YTD | +18.7% | -19.8% | +38.5% | +20.2% |
| 1Y | +13.8% | -4.8% | +18.6% | +13.8% |
| 3Y | +495.0% | +144.3% | +350.6% | +457.6% |
| 5Y | +1,049.0% | +277.2% | +771.8% | +950.8% |
| 10Y | +3,644.4% | +365.9% | +3,278.6% | +3,344.0% |
| All | +3,644.4% | +335.7% | +3,308.8% | +3,344.0% |
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 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