+1,036.5%
O vs AGI
+4,206.7%
-3,170.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -0.4% | -10.1% | +9.7% | +0.1% |
| 30D | +7.1% | -6.5% | +13.7% | +7.3% |
| 3M | -5.2% | -12.8% | +7.6% | -4.8% |
| 6M | -1.8% | -34.3% | +32.5% | -0.3% |
| YTD | +9.1% | -25.6% | +34.7% | +9.8% |
| 1Y | +9.7% | -14.2% | +23.9% | +9.7% |
| 3Y | +39.1% | +127.3% | -88.1% | +33.1% |
| 5Y | +8.4% | +241.8% | -233.4% | +1.5% |
| 10Y | +80.2% | +381.8% | -301.6% | +64.1% |
| All | +1,036.5% | +4,206.7% | -3,170.2% | +861.7% |
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 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