-39.0%
U vs AGI
+298.9%
-337.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | +17.5% | +18.2% | -0.8% | +11.7% |
| 3M | +38.7% | -4.1% | +42.9% | +39.1% |
| 6M | +104.4% | -28.7% | +133.1% | +121.3% |
| YTD | -5.7% | -4.0% | -1.7% | -6.1% |
| 1Y | +3.7% | +17.4% | -13.7% | -3.1% |
| 3Y | +12.3% | +203.0% | -190.7% | -21.6% |
| 5Y | -68.8% | +376.7% | -445.5% | -81.2% |
| All | -39.0% | +298.9% | -337.9% | -61.6% |
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