+252.8%
SPOT vs AGI
+624.4%
-371.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -3.1% | -2.7% | -0.3% | -2.8% |
| 30D | +7.4% | +7.2% | +0.1% | +6.4% |
| 3M | +8.2% | +4.3% | +3.9% | +7.2% |
| 6M | +2.2% | -27.1% | +29.3% | +5.3% |
| YTD | -9.5% | -6.6% | -2.9% | -9.7% |
| 1Y | -23.8% | +9.5% | -33.4% | -25.6% |
| 3Y | +233.5% | +208.4% | +25.0% | +190.4% |
| 5Y | +112.2% | +401.6% | -289.4% | +76.8% |
| All | +252.8% | +624.4% | -371.6% | +213.2% |
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