+33.4%
AG vs BAX
+46.0%
-12.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.0% | +5.2% | +7.8% |
| 7D | -2.6% | +4.1% | -6.7% | -3.9% |
| 30D | -12.1% | +9.4% | -21.5% | -14.8% |
| 3M | -6.6% | -6.5% | -0.1% | -4.9% |
| 6M | -20.5% | +59.6% | -80.0% | -34.6% |
| YTD | -7.4% | +38.9% | -46.3% | -20.6% |
| 1Y | +33.4% | +48.0% | -14.6% | +10.5% |
| All | +33.4% | +46.0% | -12.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling