+604.5%
XYZ vs AGI
+398.0%
+206.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | -3.7% | +2.2% | -5.9% | -4.0% |
| 30D | +0.5% | +11.3% | -10.7% | -0.9% |
| 3M | +16.3% | +5.6% | +10.6% | +15.1% |
| 6M | +21.1% | -27.7% | +48.8% | +25.4% |
| YTD | +22.0% | -4.1% | +26.1% | +21.8% |
| 1Y | +5.2% | +13.8% | -8.6% | +2.5% |
| 3Y | +49.6% | +217.0% | -167.5% | +29.0% |
| 5Y | -68.4% | +404.3% | -472.8% | -74.0% |
| 10Y | +604.5% | +400.5% | +204.0% | +530.8% |
| All | +604.5% | +398.0% | +206.5% | +530.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling