+21.1%
PL vs AGI
+310.5%
-289.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.4% | +8.0% | +9.5% |
| 7D | -6.8% | +16.0% | -22.8% | -12.1% |
| 30D | -29.3% | +1.0% | -30.2% | -29.9% |
| 3M | -44.8% | +2.5% | -47.2% | -45.8% |
| 6M | -68.4% | -24.0% | -44.3% | -65.6% |
| YTD | -36.4% | -17.2% | -19.1% | -33.7% |
| 1Y | +0.7% | +4.9% | -4.2% | -2.6% |
| 3Y | +455.3% | +142.6% | +312.7% | +284.8% |
| All | +21.1% | +310.5% | -289.4% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling