-63.2%
W vs AGI
+400.3%
-463.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -0.9% | -2.7% | +1.9% | -0.1% |
| 30D | -4.2% | +7.2% | -11.5% | -6.2% |
| 3M | +26.9% | +4.3% | +22.6% | +24.6% |
| 6M | +31.2% | -27.1% | +58.3% | +41.2% |
| YTD | -1.8% | -6.6% | +4.8% | -2.8% |
| 1Y | +9.3% | +9.5% | -0.2% | +2.9% |
| 3Y | +33.2% | +208.4% | -175.2% | -17.5% |
| All | -63.2% | +400.3% | -463.5% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling