+277.2%
TER vs AGI
+208.5%
+68.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +11.0% | +4.4% | +6.6% | +9.6% |
| 30D | -1.9% | +10.0% | -11.8% | -4.5% |
| 3M | -0.7% | +1.7% | -2.4% | -2.0% |
| 6M | +36.4% | -26.8% | +63.2% | +44.8% |
| YTD | +92.4% | -5.3% | +97.8% | +93.3% |
| 1Y | +213.5% | +11.5% | +202.0% | +205.1% |
| 3Y | +277.2% | +212.9% | +64.3% | +206.0% |
| All | +277.2% | +208.5% | +68.8% | +206.0% |
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