+5.2%
XYZ vs AGI
+12.0%
-6.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.2% |
| 7D | -3.7% | +2.2% | -5.9% | -4.2% |
| 30D | +0.5% | +11.3% | -10.7% | -1.8% |
| 3M | +16.3% | +5.6% | +10.6% | +14.6% |
| 6M | +21.1% | -27.7% | +48.8% | +28.2% |
| YTD | +22.0% | -4.1% | +26.1% | +25.1% |
| 1Y | +5.2% | +13.8% | -8.6% | +9.4% |
| All | +5.2% | +12.0% | -6.9% | +9.4% |
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