+35.8%
XYZ vs AGI
-15.8%
+51.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +3.0% |
| 7D | -1.1% | -10.1% | +9.1% | +2.3% |
| 30D | +11.5% | -6.5% | +18.0% | +13.1% |
| 3M | +1.8% | -12.8% | +14.6% | +5.2% |
| 6M | +21.2% | -34.3% | +55.5% | +34.7% |
| YTD | +29.9% | -25.6% | +55.6% | +40.4% |
| 1Y | +35.8% | -14.2% | +50.0% | +38.9% |
| All | +35.8% | -15.8% | +51.6% | +38.9% |
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