-45.2%
FIX vs AGI
-25.5%
-19.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +9.2% |
| 7D | -7.2% | +17.4% | -24.6% | -8.4% |
| 30D | -35.1% | -0.9% | -34.2% | -33.6% |
| 3M | -34.3% | -1.6% | -32.7% | -33.1% |
| All | -45.2% | -25.5% | -19.7% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling