+268.9%
P vs AGI
+392.7%
-123.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.4% | -4.3% |
| 7D | +5.0% | +2.2% | +2.8% | +4.6% |
| 30D | -0.9% | +11.3% | -12.2% | -3.1% |
| 3M | +38.7% | +5.6% | +33.0% | +36.2% |
| 6M | +54.4% | -27.7% | +82.1% | +61.6% |
| YTD | +44.8% | -4.1% | +48.9% | +42.8% |
| 1Y | +22.5% | +13.8% | +8.7% | +16.7% |
| 3Y | +148.2% | +217.0% | -68.8% | +91.8% |
| 5Y | +268.9% | +404.3% | -135.4% | +159.1% |
| All | +268.9% | +392.7% | -123.8% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling