+365.6%
NDAQ vs AGI
+388.9%
-23.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.2% |
| 7D | -6.8% | -5.3% | -1.5% | -6.5% |
| 30D | -3.2% | +6.8% | -9.9% | -3.5% |
| 3M | +6.5% | +8.3% | -1.8% | +5.9% |
| 6M | +5.7% | -29.2% | +35.0% | +7.3% |
| YTD | -4.6% | -7.3% | +2.6% | -4.8% |
| 1Y | -1.6% | +8.0% | -9.6% | -2.7% |
| 3Y | +86.4% | +206.6% | -120.1% | +73.6% |
| 5Y | +50.3% | +398.1% | -347.8% | +35.7% |
| All | +365.6% | +388.9% | -23.3% | +331.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling