+1,072.0%
O vs AGI
+5,459.2%
-4,387.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.7% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -1.9% | +18.2% | -20.1% | -2.6% |
| 3M | +3.8% | -4.1% | +8.0% | +3.8% |
| 6M | -4.7% | -28.7% | +24.0% | -3.7% |
| YTD | +12.5% | -4.0% | +16.5% | +12.1% |
| 1Y | +10.8% | +17.4% | -6.6% | +9.4% |
| 3Y | +28.8% | +203.0% | -174.2% | +21.8% |
| 5Y | +13.2% | +376.7% | -363.5% | +4.8% |
| 10Y | +53.5% | +407.5% | -354.0% | +39.2% |
| All | +1,072.0% | +5,459.2% | -4,387.1% | +882.2% |
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