+553.5%
UL vs AGI
+5,381.0%
-4,827.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -1.0% |
| 7D | -1.3% | +4.4% | -5.7% | -1.5% |
| 30D | +0.9% | +10.0% | -9.0% | +0.4% |
| 3M | +14.2% | +1.7% | +12.5% | +13.9% |
| 6M | -3.2% | -26.8% | +23.6% | -2.0% |
| YTD | -0.3% | -5.3% | +5.0% | -0.6% |
| 1Y | -8.8% | +11.5% | -20.3% | -10.0% |
| 3Y | +23.9% | +212.9% | -189.1% | +15.2% |
| 5Y | +21.4% | +388.8% | -367.4% | +9.8% |
| 10Y | +66.7% | +383.6% | -316.9% | +46.7% |
| All | +553.5% | +5,381.0% | -4,827.5% | +365.3% |
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 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