+26.4%
P vs AGI
+17.6%
+8.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +6.5% | +0.6% | +5.9% | +6.4% |
| 30D | +18.8% | +18.2% | +0.6% | +14.4% |
| 3M | +26.7% | -4.1% | +30.9% | +26.9% |
| 6M | +62.2% | -28.7% | +90.9% | +72.5% |
| YTD | +48.5% | -4.0% | +52.5% | +43.3% |
| 1Y | +26.4% | +17.4% | +9.0% | +14.7% |
| All | +26.4% | +17.6% | +8.8% | +14.7% |
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 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