+199.8%
TER vs AGI
+17.6%
+182.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.4% | +6.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.3% |
| 30D | -8.3% | +18.2% | -26.5% | -14.2% |
| 3M | -12.2% | -4.1% | -8.1% | -11.4% |
| 6M | +17.0% | -28.7% | +45.7% | +29.5% |
| YTD | +84.6% | -4.0% | +88.6% | +83.5% |
| 1Y | +199.8% | +17.4% | +182.4% | +165.5% |
| All | +199.8% | +17.6% | +182.2% | +165.5% |
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