+291.3%
IR vs AGI
+505.8%
-214.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.4% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -15.1% | +18.2% | -33.4% | -16.1% |
| 3M | +6.1% | -4.1% | +10.2% | +6.1% |
| 6M | -16.8% | -28.7% | +11.9% | -15.6% |
| YTD | -3.5% | -4.0% | +0.4% | -3.7% |
| 1Y | -3.5% | +17.4% | -20.9% | -4.6% |
| 3Y | +9.5% | +203.0% | -193.5% | +2.8% |
| 5Y | +45.1% | +376.7% | -331.6% | +32.9% |
| All | +291.3% | +505.8% | -214.5% | +269.4% |
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 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