+1,206.7%
LOW vs AGI
+5,381.0%
-4,174.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | +0.4% | +4.4% | -4.0% | +0.3% |
| 30D | -10.1% | +10.0% | -20.1% | -10.3% |
| 3M | -2.9% | +1.7% | -4.6% | -3.0% |
| 6M | -19.4% | -26.8% | +7.4% | -19.0% |
| YTD | -15.4% | -5.3% | -10.1% | -15.5% |
| 1Y | -24.9% | +11.5% | -36.4% | -25.3% |
| 3Y | -7.8% | +212.9% | -220.7% | -10.3% |
| 5Y | +8.4% | +388.8% | -380.4% | +4.4% |
| 10Y | +226.8% | +383.6% | -156.8% | +213.9% |
| All | +1,206.7% | +5,381.0% | -4,174.3% | +1,202.7% |
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