-45.6%
IT vs AGI
+389.6%
-435.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.9% | +0.8% |
| 7D | -12.7% | -5.3% | -7.5% | -12.3% |
| 30D | -8.9% | +6.8% | -15.6% | -9.4% |
| 3M | +10.1% | +8.3% | +1.8% | +9.3% |
| 6M | +7.3% | -29.2% | +36.5% | +10.3% |
| YTD | -32.4% | -7.3% | -25.1% | -32.9% |
| 1Y | -26.6% | +8.0% | -34.7% | -29.0% |
| 3Y | -51.8% | +206.6% | -258.4% | -61.6% |
| 5Y | -45.6% | +398.1% | -443.7% | -60.5% |
| All | -45.6% | +389.6% | -435.2% | -60.5% |
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