-14.3%
WMT vs AGI
-23.6%
+9.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -0.2% | +2.2% | -2.5% | -0.2% |
| 30D | -5.8% | +11.3% | -17.1% | -5.5% |
| 3M | -10.8% | +5.6% | -16.4% | -10.2% |
| 6M | -14.3% | -27.7% | +13.3% | -11.5% |
| All | -14.3% | -23.6% | +9.2% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling