+273.7%
IR vs AGI
+489.3%
-215.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -4.5% | -2.7% | -1.8% | -4.3% |
| 30D | -13.9% | +7.2% | -21.2% | -14.4% |
| 3M | -0.3% | +4.3% | -4.6% | -0.8% |
| 6M | -14.3% | -27.1% | +12.8% | -13.2% |
| YTD | -7.9% | -6.6% | -1.3% | -7.9% |
| 1Y | -9.9% | +9.5% | -19.4% | -10.7% |
| 3Y | +6.5% | +208.4% | -201.9% | 0.0% |
| 5Y | +34.0% | +401.6% | -367.6% | +22.9% |
| All | +273.7% | +489.3% | -215.5% | +253.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling