+48.2%
IR vs AGI
+270.2%
-222.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.2% | -0.5% |
| 7D | +1.5% | +13.9% | -12.4% | -0.1% |
| 30D | +9.0% | -6.2% | +15.3% | +9.7% |
| 3M | -0.9% | -6.9% | +6.1% | -0.4% |
| 6M | +13.4% | -28.7% | +42.1% | +17.3% |
| YTD | +8.5% | -19.8% | +28.2% | +10.1% |
| 1Y | +11.3% | -4.8% | +16.1% | +10.9% |
| 3Y | +26.0% | +144.3% | -118.3% | +7.5% |
| All | +48.2% | +270.2% | -222.0% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling