+228.2%
TER vs AGI
+392.7%
-164.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.8% |
| 7D | +12.4% | +2.2% | +10.1% | +11.7% |
| 30D | +5.1% | +11.3% | -6.1% | +2.2% |
| 3M | +4.0% | +5.6% | -1.7% | +1.7% |
| 6M | +29.5% | -27.7% | +57.2% | +37.8% |
| YTD | +98.5% | -4.1% | +102.5% | +98.1% |
| 1Y | +234.1% | +13.8% | +220.3% | +221.4% |
| 3Y | +289.0% | +217.0% | +72.0% | +194.4% |
| 5Y | +228.2% | +404.3% | -176.2% | +123.3% |
| All | +228.2% | +392.7% | -164.5% | +123.3% |
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