+65.5%
T vs AGI
+127.5%
-62.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.5% | -10.1% | +12.7% | +2.7% |
| 30D | -3.8% | -6.5% | +2.8% | -3.8% |
| 3M | -8.7% | -12.8% | +4.1% | -8.7% |
| 6M | -8.1% | -34.3% | +26.2% | -7.4% |
| YTD | -6.4% | -25.6% | +19.2% | -6.7% |
| 1Y | -9.8% | -14.2% | +4.5% | -10.9% |
| 3Y | +65.5% | +127.3% | -61.8% | +45.4% |
| All | +65.5% | +127.5% | -62.0% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling