+72.8%
AG vs BAX
-67.6%
+140.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | -0.1% | -5.1% | +5.0% | +1.3% |
| 30D | +12.5% | -12.2% | +24.6% | +16.3% |
| 3M | +28.2% | +21.8% | +6.3% | +20.9% |
| 6M | -18.8% | +36.3% | -55.1% | -26.0% |
| YTD | +27.4% | +27.8% | -0.4% | +17.6% |
| 1Y | +132.2% | -0.1% | +132.2% | +126.2% |
| 3Y | +286.9% | -33.3% | +320.2% | +313.7% |
| 5Y | +72.8% | -67.1% | +139.9% | +111.2% |
| All | +72.8% | -67.6% | +140.3% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling