+2,028.8%
TER vs AGI
+4,206.7%
-2,177.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +14.4% | -10.1% | +24.5% | +15.4% |
| 30D | -30.6% | -6.5% | -24.0% | -30.3% |
| 3M | -39.2% | -12.8% | -26.4% | -38.6% |
| 6M | -31.3% | -34.3% | +3.0% | -28.9% |
| YTD | +29.1% | -25.6% | +54.7% | +31.9% |
| 1Y | +47.4% | -14.2% | +61.7% | +48.9% |
| 3Y | +191.2% | +127.3% | +64.0% | +169.8% |
| 5Y | +74.0% | +241.8% | -167.8% | +55.2% |
| 10Y | +1,005.1% | +381.8% | +623.3% | +824.5% |
| All | +2,028.8% | +4,206.7% | -2,177.9% | +1,639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling