+2,347.3%
MAR vs AGI
+5,453.2%
-3,105.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -0.5% | +2.2% | -2.7% | -0.6% |
| 30D | -4.7% | +11.3% | -15.9% | -5.1% |
| 3M | -15.6% | +5.6% | -21.2% | -15.9% |
| 6M | +1.2% | -27.7% | +28.9% | +2.2% |
| YTD | +7.5% | -4.1% | +11.6% | +7.2% |
| 1Y | +26.6% | +13.8% | +12.8% | +25.2% |
| 3Y | +66.0% | +217.0% | -151.1% | +56.6% |
| 5Y | +154.1% | +404.3% | -250.2% | +134.4% |
| 10Y | +441.9% | +400.5% | +41.3% | +387.3% |
| All | +2,347.3% | +5,453.2% | -3,105.8% | +1,901.4% |
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