+67.9%
AG vs BAH
-2.8%
+70.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +4.5% | -4.3% | +8.8% | +5.1% |
| 30D | +12.9% | -4.5% | +17.3% | +13.6% |
| 3M | +20.9% | -7.6% | +28.6% | +22.1% |
| 6M | -19.5% | -10.6% | -8.9% | -18.6% |
| YTD | +24.8% | -12.6% | +37.4% | +26.1% |
| 1Y | +120.2% | -27.0% | +147.2% | +129.1% |
| 3Y | +279.0% | -31.5% | +310.5% | +272.3% |
| 5Y | +67.9% | -3.8% | +71.7% | +48.6% |
| All | +67.9% | -2.8% | +70.7% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling