+239.8%
RF vs AGI
+335.7%
-95.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.3% | +4.5% | -0.8% |
| 7D | +0.3% | +13.9% | -13.6% | +0.3% |
| 30D | +6.2% | -6.2% | +12.4% | +6.2% |
| 3M | -7.8% | -6.9% | -0.9% | -7.8% |
| 6M | +5.9% | -28.7% | +34.6% | +6.0% |
| YTD | +9.0% | -19.8% | +28.8% | +9.1% |
| 1Y | +19.3% | -4.8% | +24.1% | +19.3% |
| 3Y | +116.4% | +144.3% | -27.9% | +115.2% |
| 5Y | +46.0% | +277.2% | -231.2% | +45.3% |
| 10Y | +239.8% | +365.9% | -126.1% | +253.2% |
| All | +239.8% | +335.7% | -95.9% | +253.2% |
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