+2,167.3%
TER vs AGI
+4,416.0%
-2,248.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.8% | +11.1% | +8.6% |
| 7D | +5.9% | 0.0% | +5.9% | +5.8% |
| 30D | -30.8% | -7.6% | -23.2% | -30.4% |
| 3M | -29.9% | -10.2% | -19.7% | -29.4% |
| 6M | -27.5% | -31.5% | +4.1% | -25.3% |
| YTD | +37.5% | -22.0% | +59.5% | +39.9% |
| 1Y | +50.3% | -7.9% | +58.1% | +50.8% |
| 3Y | +204.9% | +137.6% | +67.3% | +181.3% |
| 5Y | +89.2% | +256.7% | -167.6% | +68.1% |
| 10Y | +1,077.0% | +405.2% | +671.8% | +880.4% |
| All | +2,167.3% | +4,416.0% | -2,248.7% | +1,744.6% |
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