+527.0%
T vs AGI
+4,206.7%
-3,679.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +2.5% | -10.1% | +12.7% | +2.9% |
| 30D | -3.8% | -6.5% | +2.8% | -3.6% |
| 3M | -8.7% | -12.8% | +4.1% | -8.5% |
| 6M | -8.1% | -34.3% | +26.2% | -7.1% |
| YTD | -6.4% | -25.6% | +19.2% | -6.1% |
| 1Y | -9.8% | -14.2% | +4.5% | -9.9% |
| 3Y | +65.5% | +127.3% | -61.8% | +59.2% |
| 5Y | +57.0% | +241.8% | -184.8% | +48.5% |
| 10Y | +60.8% | +381.8% | -321.0% | +48.2% |
| All | +527.0% | +4,206.7% | -3,679.7% | +432.1% |
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