+336.7%
RF vs AGI
+373.6%
-36.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.1% |
| 7D | +2.7% | +4.4% | -1.7% | +2.7% |
| 30D | -3.4% | +10.0% | -13.3% | -3.4% |
| 3M | +6.4% | +1.7% | +4.6% | +6.4% |
| 6M | +13.4% | -26.8% | +40.2% | +13.5% |
| YTD | +14.2% | -5.3% | +19.6% | +14.3% |
| 1Y | +15.7% | +11.5% | +4.2% | +15.7% |
| 3Y | +91.3% | +212.9% | -121.6% | +90.3% |
| 5Y | +89.8% | +388.8% | -299.0% | +89.0% |
| 10Y | +336.7% | +383.6% | -46.9% | +348.9% |
| All | +336.7% | +373.6% | -36.9% | +348.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling