-35.7%
U vs AGI
+288.0%
-323.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +5.5% | -2.7% | +8.3% | +6.3% |
| 30D | -1.3% | +7.2% | -8.5% | -3.5% |
| 3M | +64.6% | +4.3% | +60.3% | +61.2% |
| 6M | +119.4% | -27.1% | +146.5% | +136.1% |
| YTD | -0.5% | -6.6% | +6.1% | -0.2% |
| 1Y | +1.3% | +9.5% | -8.2% | -3.6% |
| 3Y | +15.6% | +208.4% | -192.8% | -19.6% |
| 5Y | -67.5% | +401.6% | -469.1% | -80.5% |
| All | -35.7% | +288.0% | -323.6% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling