+449.1%
PL vs AGI
+205.7%
+243.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.6% |
| 7D | -9.3% | +0.6% | -9.9% | -9.7% |
| 30D | -18.9% | +18.2% | -37.2% | -24.2% |
| 3M | -58.4% | -4.1% | -54.2% | -57.9% |
| 6M | -30.3% | -28.7% | -1.6% | -22.1% |
| YTD | -8.1% | -4.0% | -4.1% | -8.5% |
| 1Y | +180.5% | +17.4% | +163.1% | +160.3% |
| All | +449.1% | +205.7% | +243.4% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling