+2,313.9%
IT vs AGI
+4,206.7%
-1,892.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +1.1% | -10.1% | +11.2% | +1.5% |
| 30D | -1.8% | -6.5% | +4.7% | -1.7% |
| 3M | +4.8% | -12.8% | +17.6% | +5.3% |
| 6M | +33.0% | -34.3% | +67.3% | +34.8% |
| YTD | -23.8% | -25.6% | +1.8% | -23.4% |
| 1Y | -16.5% | -14.2% | -2.3% | -16.6% |
| 3Y | -53.6% | +127.3% | -180.9% | -55.7% |
| 5Y | -42.1% | +241.8% | -283.9% | -45.8% |
| 10Y | +90.1% | +381.8% | -291.7% | +72.2% |
| All | +2,313.9% | +4,206.7% | -1,892.8% | +2,082.0% |
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 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