+488.5%
NDAQ vs AGI
+389.5%
+99.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.3% | -10.1% | +11.4% | +1.8% |
| 30D | +18.0% | -6.5% | +24.5% | +18.2% |
| 3M | +11.5% | -12.8% | +24.3% | +12.1% |
| 6M | +21.1% | -34.3% | +55.4% | +23.2% |
| YTD | +12.8% | -25.6% | +38.4% | +13.7% |
| 1Y | +25.7% | -14.2% | +39.9% | +25.7% |
| 3Y | +116.8% | +127.3% | -10.5% | +104.9% |
| 5Y | +67.3% | +241.8% | -174.5% | +53.6% |
| All | +488.5% | +389.5% | +99.0% | +449.2% |
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