+61,595.9%
FIX vs AGI
+4,691.5%
+56,904.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +5.3% |
| 7D | -17.5% | +16.0% | -33.4% | -18.4% |
| 30D | -41.6% | +1.0% | -42.5% | -41.7% |
| 3M | -40.6% | +2.5% | -43.0% | -40.8% |
| 6M | -49.4% | -24.0% | -25.3% | -48.7% |
| YTD | +9.2% | -17.2% | +26.4% | +9.8% |
| 1Y | +6.5% | +4.9% | +1.6% | +5.6% |
| 3Y | +448.7% | +142.6% | +306.1% | +416.3% |
| 5Y | +948.7% | +315.2% | +633.5% | +853.9% |
| 10Y | +3,659.7% | +338.5% | +3,321.2% | +3,212.2% |
| All | +61,595.9% | +4,691.5% | +56,904.4% | +53,287.7% |
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 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