+14.5%
FIX vs AGI
+1.7%
+12.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.9% |
| 7D | -7.2% | +17.4% | -24.6% | -10.5% |
| 30D | -35.1% | -0.9% | -34.2% | -34.6% |
| 3M | -34.3% | -1.6% | -32.7% | -34.0% |
| 6M | -42.9% | -24.7% | -18.2% | -38.8% |
| YTD | +19.5% | -15.3% | +34.7% | +20.5% |
| All | +14.5% | +1.7% | +12.8% | +1.5% |
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