+15.7%
RF vs AGI
+11.7%
+4.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -1.1% |
| 7D | +2.7% | +4.4% | -1.7% | +2.6% |
| 30D | -3.4% | +10.0% | -13.3% | -3.4% |
| 3M | +6.4% | +1.7% | +4.6% | +6.5% |
| 6M | +13.4% | -26.8% | +40.2% | +13.9% |
| YTD | +14.2% | -5.3% | +19.6% | +14.8% |
| 1Y | +15.7% | +11.5% | +4.2% | +16.3% |
| All | +15.7% | +11.7% | +4.0% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling