+48.3%
AG vs BAH
+1,084.3%
-1,035.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.0% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | -13.5% | +18.2% | -31.8% | -16.2% |
| 3M | -20.7% | +13.1% | -33.8% | -22.7% |
| 6M | -31.5% | +15.2% | -46.7% | -33.8% |
| YTD | -10.1% | +6.0% | -16.1% | -12.4% |
| 1Y | +26.0% | +3.1% | +22.9% | +23.2% |
| 3Y | +228.9% | -26.2% | +255.1% | +234.2% |
| 5Y | +8.7% | +9.3% | -0.7% | +0.4% |
| 10Y | +71.9% | +212.3% | -140.4% | +17.1% |
| All | +48.3% | +1,084.3% | -1,035.9% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling