+121.2%
RF vs AGI
+4,691.5%
-4,570.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.4% |
| 7D | -0.9% | +16.0% | -16.9% | -1.2% |
| 30D | +6.0% | +1.0% | +5.1% | +6.0% |
| 3M | -8.9% | +2.5% | -11.4% | -9.0% |
| 6M | +2.3% | -24.0% | +26.4% | +2.7% |
| YTD | +7.6% | -17.2% | +24.8% | +7.7% |
| 1Y | +21.2% | +4.9% | +16.3% | +20.7% |
| 3Y | +108.5% | +142.6% | -34.1% | +103.5% |
| 5Y | +43.2% | +315.2% | -272.0% | +37.9% |
| 10Y | +288.1% | +338.5% | -50.4% | +269.6% |
| All | +121.2% | +4,691.5% | -4,570.2% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling