+7.5%
IR vs AGI
+214.4%
-206.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.2% |
| 7D | -1.9% | +2.2% | -4.1% | -2.1% |
| 30D | -15.0% | +11.3% | -26.3% | -16.1% |
| 3M | -0.4% | +5.6% | -6.1% | -1.3% |
| 6M | -15.0% | -27.7% | +12.6% | -13.5% |
| YTD | -7.1% | -4.1% | -3.0% | -7.0% |
| 1Y | -7.5% | +13.8% | -21.3% | -8.3% |
| All | +7.5% | +214.4% | -206.9% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling