+533.2%
XYZ vs AGI
+1,205.1%
-671.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -1.7% | +18.2% | -19.9% | -3.4% |
| 3M | +16.7% | -4.1% | +20.9% | +16.9% |
| 6M | +26.9% | -28.7% | +55.6% | +30.4% |
| YTD | +27.1% | -4.0% | +31.1% | +27.1% |
| 1Y | +9.3% | +17.4% | -8.2% | +7.0% |
| 3Y | +42.3% | +203.0% | -160.7% | +28.0% |
| 5Y | -69.3% | +376.7% | -446.0% | -73.3% |
| 10Y | +586.8% | +407.5% | +179.3% | +540.1% |
| All | +533.2% | +1,205.1% | -671.9% | +477.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling