-55.6%
W vs AGI
+260.9%
-316.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +2.5% |
| 7D | -7.4% | 0.0% | -7.4% | -7.5% |
| 30D | +7.8% | -7.6% | +15.4% | +9.8% |
| 3M | +10.9% | -10.2% | +21.1% | +13.7% |
| 6M | +86.4% | -31.5% | +117.9% | +105.5% |
| YTD | +14.0% | -22.0% | +36.0% | +18.2% |
| 1Y | +3.5% | -7.9% | +11.4% | +1.9% |
| 3Y | +164.8% | +137.6% | +27.2% | +70.0% |
| All | -55.6% | +260.9% | -316.5% | -73.0% |
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