+89.2%
TER vs AGI
+260.0%
-170.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.8% | +11.1% | +9.0% |
| 7D | +5.9% | 0.0% | +5.9% | +5.7% |
| 30D | -30.8% | -7.6% | -23.2% | -29.6% |
| 3M | -29.9% | -10.2% | -19.7% | -28.5% |
| 6M | -27.5% | -31.5% | +4.1% | -21.1% |
| YTD | +37.5% | -22.0% | +59.5% | +44.0% |
| 1Y | +50.3% | -7.9% | +58.1% | +51.8% |
| 3Y | +204.9% | +137.6% | +67.3% | +138.8% |
| 5Y | +89.2% | +256.7% | -167.6% | +49.3% |
| All | +89.2% | +260.0% | -170.9% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling