+2,105.4%
FIX vs AGI
+385.7%
+1,719.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +6.0% | +0.6% | +5.4% | +5.8% |
| 30D | -7.2% | +18.2% | -25.5% | -10.6% |
| 3M | -15.9% | -4.1% | -11.7% | -15.8% |
| 6M | +12.7% | -28.7% | +41.4% | +19.1% |
| YTD | +72.8% | -4.0% | +76.8% | +71.4% |
| 1Y | +122.9% | +17.4% | +105.5% | +112.3% |
| 3Y | +774.3% | +203.0% | +571.3% | +583.1% |
| All | +2,105.4% | +385.7% | +1,719.7% | +1,454.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling