+499.9%
P vs AGI
+697.9%
-198.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.4% |
| 7D | -13.3% | +13.9% | -27.2% | -14.5% |
| 30D | -34.0% | -6.2% | -27.8% | -33.7% |
| 3M | +4.1% | -6.9% | +11.0% | +4.4% |
| 6M | +30.5% | -28.7% | +59.2% | +33.6% |
| YTD | +52.2% | -19.8% | +72.0% | +53.5% |
| 1Y | +10.3% | -4.8% | +15.1% | +9.7% |
| 3Y | +180.9% | +144.3% | +36.6% | +158.0% |
| 5Y | +259.7% | +277.2% | -17.5% | +218.1% |
| 10Y | +652.6% | +365.9% | +286.8% | +559.6% |
| All | +499.9% | +697.9% | -198.0% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling