+214.8%
TER vs AGI
+9.6%
+205.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -2.3% |
| 7D | +9.4% | -5.3% | +14.6% | +11.5% |
| 30D | -2.4% | +6.8% | -9.2% | -5.1% |
| 3M | +6.5% | +8.3% | -1.8% | +1.6% |
| 6M | +23.2% | -29.2% | +52.4% | +36.9% |
| YTD | +91.5% | -7.3% | +98.7% | +92.8% |
| 1Y | +214.8% | +8.0% | +206.8% | +187.5% |
| All | +214.8% | +9.6% | +205.2% | +187.5% |
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