+15.3%
PL vs AGI
-8.5%
+23.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +1.6% |
| 7D | +13.4% | 0.0% | +13.4% | +13.3% |
| 30D | -10.2% | -7.6% | -2.5% | -7.3% |
| 3M | -39.5% | -10.2% | -29.3% | -37.3% |
| 6M | -65.7% | -31.5% | -34.2% | -59.8% |
| YTD | -27.3% | -22.0% | -5.3% | -23.7% |
| All | +15.3% | -8.5% | +23.7% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling