+38.9%
AG vs BAH
+1,071.0%
-1,032.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.2% |
| 7D | -6.0% | -3.2% | -2.8% | -5.5% |
| 30D | -14.3% | +19.5% | -33.9% | -17.2% |
| 3M | -26.9% | +11.1% | -38.0% | -28.6% |
| 6M | -42.1% | +16.3% | -58.5% | -44.1% |
| YTD | -15.9% | +4.8% | -20.7% | -17.8% |
| 1Y | +11.5% | +4.9% | +6.6% | +8.6% |
| 3Y | +208.0% | -27.0% | +235.0% | +213.6% |
| 5Y | +2.4% | +5.7% | -3.3% | -4.7% |
| 10Y | +77.0% | +201.0% | -123.9% | +21.9% |
| All | +38.9% | +1,071.0% | -1,032.1% | -48.1% |
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