+79.9%
PL vs AGI
+341.7%
-261.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -7.5% | +4.4% | -11.9% | -8.9% |
| 30D | -25.6% | +10.0% | -35.5% | -28.1% |
| 3M | -45.6% | +1.7% | -47.3% | -46.6% |
| 6M | -29.5% | -26.8% | -2.8% | -23.2% |
| YTD | -9.7% | -5.3% | -4.4% | -9.6% |
| 1Y | +84.4% | +11.5% | +72.9% | +75.3% |
| 3Y | +550.0% | +212.9% | +337.1% | +346.6% |
| 5Y | +79.0% | +388.8% | -309.8% | +8.6% |
| All | +79.9% | +341.7% | -261.8% | +9.0% |
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