+50.7%
O vs AGI
+392.3%
-341.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -2.9% | -2.7% | -0.1% | -2.7% |
| 30D | -4.5% | +7.2% | -11.8% | -5.0% |
| 3M | -2.6% | +4.3% | -6.9% | -3.1% |
| 6M | -5.6% | -27.1% | +21.5% | -4.1% |
| YTD | +9.3% | -6.6% | +15.9% | +8.9% |
| 1Y | +4.3% | +9.5% | -5.2% | +2.6% |
| 3Y | +27.4% | +208.4% | -181.0% | +16.1% |
| 5Y | +17.1% | +401.6% | -384.6% | +3.0% |
| All | +50.7% | +392.3% | -341.6% | +36.2% |
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