+32.6%
NET vs AGI
+297.8%
-265.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.4% | -4.8% |
| 7D | -16.4% | -5.3% | -11.1% | -15.5% |
| 30D | -25.8% | -7.1% | -18.7% | -24.8% |
| 3M | -11.5% | +4.4% | -16.0% | -13.1% |
| 6M | +18.9% | -23.0% | +41.9% | +24.0% |
| YTD | +35.2% | -22.0% | +57.2% | +36.6% |
| 1Y | +14.5% | +0.3% | +14.2% | +7.7% |
| 3Y | +313.8% | +126.3% | +187.6% | +187.5% |
| 5Y | +32.6% | +307.7% | -275.2% | -26.1% |
| All | +32.6% | +297.8% | -265.3% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling