+634.6%
P vs AGI
+389.5%
+245.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +11.6% | -10.1% | +21.7% | +12.8% |
| 30D | -23.7% | -6.5% | -17.1% | -23.3% |
| 3M | -8.0% | -12.8% | +4.8% | -7.1% |
| 6M | +27.9% | -34.3% | +62.2% | +32.4% |
| YTD | +61.2% | -25.6% | +86.8% | +63.9% |
| 1Y | +28.6% | -14.2% | +42.8% | +29.1% |
| 3Y | +200.5% | +127.3% | +73.2% | +174.2% |
| 5Y | +282.9% | +241.8% | +41.2% | +235.0% |
| All | +634.6% | +389.5% | +245.1% | +528.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling