+152.3%
W vs AGI
+388.9%
-236.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.2% |
| 7D | +0.5% | -5.3% | +5.7% | +1.3% |
| 30D | -5.6% | +6.8% | -12.3% | -6.5% |
| 3M | +41.9% | +8.3% | +33.6% | +39.9% |
| 6M | +30.2% | -29.2% | +59.5% | +36.1% |
| YTD | -2.9% | -7.3% | +4.3% | -3.0% |
| 1Y | +11.6% | +8.0% | +3.5% | +9.0% |
| 3Y | +37.0% | +206.6% | -169.6% | +13.6% |
| 5Y | -62.8% | +398.1% | -461.0% | -71.0% |
| All | +152.3% | +388.9% | -236.6% | +101.5% |
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