+165.0%
W vs AGI
+400.7%
-235.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +6.5% | +4.4% | +2.1% | +5.9% |
| 30D | -6.2% | +10.0% | -16.2% | -7.4% |
| 3M | +48.9% | +1.7% | +47.1% | +48.2% |
| 6M | +31.2% | -26.8% | +58.0% | +35.7% |
| YTD | -0.4% | -5.3% | +4.9% | -0.7% |
| 1Y | +14.8% | +11.5% | +3.3% | +12.2% |
| 3Y | +40.5% | +212.9% | -172.4% | +20.0% |
| 5Y | -62.1% | +388.8% | -450.9% | -69.2% |
| 10Y | +141.5% | +383.6% | -242.0% | +94.7% |
| All | +165.0% | +400.7% | -235.6% | +101.2% |
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