+2,068.2%
IT vs AGI
+5,381.0%
-3,312.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -7.4% |
| 7D | -9.1% | +4.4% | -13.5% | -9.3% |
| 30D | -7.0% | +10.0% | -17.0% | -7.3% |
| 3M | +7.6% | +1.7% | +5.9% | +7.4% |
| 6M | +2.1% | -26.8% | +28.9% | +3.1% |
| YTD | -31.6% | -5.3% | -26.3% | -31.8% |
| 1Y | -29.9% | +11.5% | -41.4% | -30.7% |
| 3Y | -51.3% | +212.9% | -264.2% | -54.0% |
| 5Y | -44.8% | +388.8% | -433.6% | -49.0% |
| 10Y | +91.4% | +383.6% | -292.2% | +73.4% |
| All | +2,068.2% | +5,381.0% | -3,312.8% | +1,844.4% |
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