+97,542.6%
FIX vs AGI
+5,459.2%
+92,083.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.0% |
| 7D | +6.0% | +0.6% | +5.4% | +6.0% |
| 30D | -7.2% | +18.2% | -25.5% | -8.3% |
| 3M | -15.9% | -4.1% | -11.7% | -15.8% |
| 6M | +12.7% | -28.7% | +41.4% | +14.8% |
| YTD | +72.8% | -4.0% | +76.8% | +72.5% |
| 1Y | +122.9% | +17.4% | +105.5% | +119.7% |
| 3Y | +774.3% | +203.0% | +571.3% | +712.6% |
| 5Y | +2,049.5% | +376.7% | +1,672.8% | +1,839.3% |
| 10Y | +5,821.5% | +407.5% | +5,414.0% | +5,059.5% |
| All | +97,542.6% | +5,459.2% | +92,083.4% | +83,721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling