+84.4%
PL vs AGI
+11.7%
+72.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -7.5% | +4.4% | -11.9% | -9.3% |
| 30D | -25.6% | +10.0% | -35.5% | -28.8% |
| 3M | -45.6% | +1.7% | -47.3% | -46.9% |
| 6M | -29.5% | -26.8% | -2.8% | -20.3% |
| YTD | -9.7% | -5.3% | -4.4% | -9.3% |
| 1Y | +84.4% | +11.5% | +72.9% | +75.9% |
| All | +84.4% | +11.7% | +72.7% | +75.9% |
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