+17.5%
P vs AGI
-1.1%
+18.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +10.8% | -15.8% | -6.8% |
| 7D | -19.4% | -5.3% | -14.1% | -18.5% |
| 30D | -22.3% | -7.1% | -15.2% | -21.2% |
| 3M | +33.2% | +4.4% | +28.8% | +30.3% |
| 6M | +53.6% | -23.0% | +76.7% | +59.8% |
| YTD | +66.8% | -22.0% | +88.8% | +60.2% |
| 1Y | +17.5% | +0.3% | +17.3% | -12.2% |
| All | +17.5% | -1.1% | +18.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling