+45.2%
PL vs AGI
+295.3%
-250.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.4% | +12.1% | +13.7% |
| 7D | +10.9% | +17.4% | -6.5% | +4.9% |
| 30D | -16.4% | -0.9% | -15.4% | -16.4% |
| 3M | -39.9% | -1.6% | -38.4% | -40.1% |
| 6M | -63.2% | -24.7% | -38.5% | -60.1% |
| YTD | -27.1% | -15.3% | -11.9% | -24.7% |
| 1Y | +12.2% | +5.5% | +6.7% | +9.1% |
| 3Y | +584.3% | +154.5% | +429.8% | +397.8% |
| 5Y | +37.0% | +310.6% | -273.6% | -14.3% |
| All | +45.2% | +295.3% | -250.2% | -9.2% |
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 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