-25.5%
IT vs AGI
+9.2%
-34.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +5.3% |
| 7D | -3.7% | -2.7% | -0.9% | -3.7% |
| 30D | +0.1% | +7.2% | -7.2% | +0.4% |
| 3M | +20.7% | +4.3% | +16.4% | +21.7% |
| 6M | +12.0% | -27.1% | +39.1% | +11.7% |
| YTD | -28.8% | -6.6% | -22.2% | -27.9% |
| 1Y | -25.5% | +9.5% | -35.0% | -25.0% |
| All | -25.5% | +9.2% | -34.7% | -25.0% |
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