-51.6%
IT vs AGI
+214.4%
-266.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -9.1% | +2.2% | -11.3% | -9.2% |
| 30D | -12.2% | +11.3% | -23.4% | -12.4% |
| 3M | +7.8% | +5.6% | +2.2% | +7.9% |
| 6M | +2.0% | -27.7% | +29.7% | +3.8% |
| YTD | -32.7% | -4.1% | -28.7% | -33.0% |
| 1Y | -31.1% | +13.8% | -44.9% | -32.9% |
| All | -51.6% | +214.4% | -266.0% | -61.2% |
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