+554.0%
XYZ vs AGI
+1,024.9%
-470.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.4% |
| 7D | +12.1% | +16.0% | -3.8% | +10.4% |
| 30D | +12.4% | +1.0% | +11.4% | +12.1% |
| 3M | +8.2% | +2.5% | +5.7% | +7.7% |
| 6M | +20.7% | -24.0% | +44.7% | +23.6% |
| YTD | +31.3% | -17.2% | +48.6% | +33.1% |
| 1Y | +20.5% | +4.9% | +15.6% | +19.6% |
| 3Y | +72.6% | +142.6% | -70.0% | +58.3% |
| 5Y | -64.0% | +315.2% | -379.2% | -68.2% |
| 10Y | +601.8% | +338.5% | +263.3% | +562.3% |
| All | +554.0% | +1,024.9% | -470.9% | +504.7% |
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 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