+32.0%
Q vs AGI
+20.7%
+11.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | +6.6% | +2.2% | +4.4% | +5.9% |
| 30D | -6.6% | +11.3% | -17.8% | -9.7% |
| 3M | -13.2% | +5.6% | -18.9% | -15.6% |
| 6M | +9.9% | -27.7% | +37.6% | +19.5% |
| YTD | +53.9% | -4.1% | +58.0% | +58.0% |
| All | +32.0% | +20.7% | +11.3% | +29.0% |
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 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