+18.3%
O vs AGI
+406.3%
-388.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.6% |
| 7D | -2.3% | +2.2% | -4.5% | -2.5% |
| 30D | -2.4% | +11.3% | -13.7% | -3.6% |
| 3M | -0.6% | +5.6% | -6.2% | -1.5% |
| 6M | -5.0% | -27.7% | +22.7% | -2.2% |
| YTD | +10.4% | -4.1% | +14.5% | +9.4% |
| 1Y | +6.6% | +13.8% | -7.2% | +2.9% |
| 3Y | +28.4% | +217.0% | -188.7% | +5.4% |
| All | +18.3% | +406.3% | -388.1% | -9.7% |
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