-0.3%
SPOT vs AGI
-1.1%
+0.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.8% | -6.2% | +3.6% |
| 7D | +16.6% | -5.3% | +21.9% | +16.9% |
| 30D | +29.9% | -7.1% | +37.1% | +30.5% |
| 3M | +31.3% | +4.4% | +26.8% | +28.8% |
| 6M | +43.2% | -23.0% | +66.2% | +46.7% |
| YTD | +8.1% | -22.0% | +30.1% | +9.6% |
| 1Y | -0.3% | +0.3% | -0.6% | -8.8% |
| All | -0.3% | -1.1% | +0.8% | -8.8% |
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