+6,253.6%
NDAQ vs AGI
+4,227.8%
+2,025.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.7% |
| 7D | +1.7% | -7.5% | +9.2% | +2.2% |
| 30D | +16.2% | -9.9% | +26.1% | +16.9% |
| 3M | +14.0% | -14.2% | +28.1% | +14.9% |
| 6M | +22.3% | -35.2% | +57.5% | +25.3% |
| YTD | +13.0% | -25.2% | +38.2% | +14.1% |
| 1Y | +24.0% | -14.3% | +38.3% | +24.0% |
| 3Y | +117.1% | +127.7% | -10.6% | +101.2% |
| 5Y | +67.5% | +243.4% | -175.9% | +49.5% |
| 10Y | +474.3% | +384.1% | +90.1% | +380.2% |
| All | +6,253.6% | +4,227.8% | +2,025.8% | +3,561.2% |
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 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