+135.9%
WMT vs AGI
+400.3%
-264.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | 0.0% | -2.7% | +2.7% | +0.1% |
| 30D | -7.4% | +7.2% | -14.7% | -7.8% |
| 3M | -10.9% | +4.3% | -15.1% | -11.1% |
| 6M | -12.7% | -27.1% | +14.4% | -11.4% |
| YTD | -3.2% | -6.6% | +3.4% | -3.6% |
| 1Y | +5.3% | +9.5% | -4.3% | +3.3% |
| 3Y | +101.9% | +208.4% | -106.6% | +81.4% |
| All | +135.9% | +400.3% | -264.4% | +104.0% |
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