+554.8%
XYZ vs AGI
+990.3%
-435.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +2.0% | -2.8% |
| 7D | +12.6% | +13.9% | -1.3% | +11.1% |
| 30D | +10.8% | -6.2% | +17.0% | +11.4% |
| 3M | +8.4% | -6.9% | +15.3% | +9.0% |
| 6M | +14.3% | -28.7% | +43.1% | +17.8% |
| YTD | +31.5% | -19.8% | +51.3% | +33.7% |
| 1Y | +28.1% | -4.8% | +32.9% | +28.4% |
| 3Y | +66.2% | +144.3% | -78.1% | +52.6% |
| 5Y | -62.3% | +277.2% | -339.6% | -66.6% |
| 10Y | +634.6% | +365.9% | +268.7% | +598.4% |
| All | +554.8% | +990.3% | -435.5% | +507.6% |
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