-9.3%
T vs AGI
+8.5%
-17.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.5% |
| 7D | -2.4% | -5.3% | +2.8% | -2.6% |
| 30D | +4.3% | +6.8% | -2.5% | +4.5% |
| 3M | +11.6% | +8.3% | +3.2% | +11.9% |
| 6M | -5.6% | -29.2% | +23.6% | -6.7% |
| YTD | +6.6% | -7.3% | +13.8% | +6.4% |
| All | -9.3% | +8.5% | -17.7% | -9.1% |
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 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