+114.1%
AG vs BAX
-0.8%
+114.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.6% |
| 7D | -5.8% | -5.4% | -0.4% | -4.5% |
| 30D | +6.4% | -12.4% | +18.8% | +9.9% |
| 3M | +28.4% | +19.1% | +9.3% | +22.0% |
| 6M | -24.5% | +38.6% | -63.1% | -31.9% |
| YTD | +21.2% | +26.7% | -5.5% | +13.1% |
| 1Y | +114.1% | +1.0% | +113.1% | +93.0% |
| All | +114.1% | -0.8% | +114.9% | +93.0% |
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