+65.7%
AG vs BAH
+198.8%
-133.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | -10.0% | +1.7% | -11.7% | -10.1% |
| 30D | -10.5% | +20.8% | -31.3% | -12.5% |
| 3M | -27.3% | +11.6% | -38.8% | -28.3% |
| 6M | -43.0% | +23.1% | -66.1% | -44.6% |
| YTD | -17.9% | +5.3% | -23.2% | -19.1% |
| 1Y | +11.9% | +6.1% | +5.8% | +10.0% |
| 3Y | +201.8% | -27.5% | +229.3% | +205.5% |
| 5Y | -0.1% | +6.2% | -6.3% | -4.8% |
| All | +65.7% | +198.8% | -133.1% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling