+584.9%
XYZ vs AGI
+389.5%
+195.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | -1.1% | -10.1% | +9.1% | +0.5% |
| 30D | +11.5% | -6.5% | +18.0% | +12.5% |
| 3M | +1.8% | -12.8% | +14.6% | +3.6% |
| 6M | +21.2% | -34.3% | +55.5% | +27.6% |
| YTD | +29.9% | -25.6% | +55.6% | +34.2% |
| 1Y | +35.8% | -14.2% | +50.0% | +37.8% |
| 3Y | +62.6% | +127.3% | -64.7% | +45.3% |
| 5Y | -62.8% | +241.8% | -304.6% | -68.4% |
| All | +584.9% | +389.5% | +195.4% | +544.7% |
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