-3.5%
IR vs AGI
+17.6%
-21.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -15.1% | +18.2% | -33.4% | -17.5% |
| 3M | +6.1% | -4.1% | +10.2% | +6.1% |
| 6M | -16.8% | -28.7% | +11.9% | -14.3% |
| YTD | -3.5% | -4.0% | +0.4% | -3.1% |
| 1Y | -3.5% | +17.4% | -20.9% | -5.3% |
| All | -3.5% | +17.6% | -21.1% | -5.3% |
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