-8.8%
IT vs AGI
-1.1%
-7.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.3% | +1.6% |
| 7D | -5.5% | -5.3% | -0.2% | -5.7% |
| 30D | +10.3% | -7.1% | +17.5% | +10.0% |
| 3M | +11.5% | +4.4% | +7.1% | +12.2% |
| 6M | +40.3% | -23.0% | +63.3% | +40.5% |
| YTD | -17.9% | -22.0% | +4.1% | -17.7% |
| 1Y | -8.8% | +0.3% | -9.1% | -10.8% |
| All | -8.8% | -1.1% | -7.7% | -10.8% |
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