+25.7%
NDAQ vs AGI
-15.8%
+41.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.1% |
| 3M | +11.5% | -12.8% | +24.3% | +12.1% |
| 6M | +21.1% | -34.3% | +55.4% | +23.3% |
| YTD | +12.8% | -25.6% | +38.4% | +13.5% |
| 1Y | +25.7% | -14.2% | +39.9% | +22.8% |
| All | +25.7% | -15.8% | +41.5% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling