+177.1%
W vs AGI
+138.5%
+38.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.4% |
| 7D | -7.4% | 0.0% | -7.4% | -7.5% |
| 30D | +7.8% | -7.6% | +15.4% | +9.3% |
| 3M | +10.9% | -10.2% | +21.1% | +13.1% |
| 6M | +86.4% | -31.5% | +117.9% | +100.4% |
| YTD | +14.0% | -22.0% | +36.0% | +17.9% |
| 1Y | +3.5% | -7.9% | +11.4% | +3.7% |
| All | +177.1% | +138.5% | +38.6% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling