+27.4%
WMT vs AGI
-1.1%
+28.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.3% | +3.7% |
| 7D | +8.8% | -5.3% | +14.0% | +8.4% |
| 30D | +22.9% | -7.1% | +30.1% | +22.5% |
| 3M | +16.1% | +4.4% | +11.6% | +16.1% |
| 6M | -0.5% | -23.0% | +22.6% | -0.8% |
| YTD | +16.7% | -22.0% | +38.7% | +18.6% |
| 1Y | +27.4% | +0.3% | +27.1% | +39.3% |
| All | +27.4% | -1.1% | +28.5% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling