+696.9%
P vs AGI
+398.0%
+298.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.4% | -4.2% |
| 7D | +5.0% | +2.2% | +2.8% | +4.8% |
| 30D | -0.9% | +11.3% | -12.2% | -2.1% |
| 3M | +38.7% | +5.6% | +33.0% | +37.4% |
| 6M | +54.4% | -27.7% | +82.1% | +58.0% |
| YTD | +44.8% | -4.1% | +48.9% | +44.1% |
| 1Y | +22.5% | +13.8% | +8.7% | +20.0% |
| 3Y | +148.2% | +217.0% | -68.8% | +122.8% |
| 5Y | +268.9% | +404.3% | -135.4% | +218.9% |
| 10Y | +696.9% | +400.5% | +296.4% | +601.9% |
| All | +696.9% | +398.0% | +298.9% | +601.9% |
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