+445.6%
AG vs BAX
+59.2%
+386.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.3% |
| 7D | +1.0% | -1.1% | +2.2% | +1.4% |
| 30D | +19.2% | -5.5% | +24.6% | +21.3% |
| 3M | +6.2% | +33.5% | -27.4% | -4.2% |
| 6M | -26.7% | +35.9% | -62.5% | -34.3% |
| YTD | +26.1% | +35.4% | -9.2% | +12.3% |
| 1Y | +131.7% | +9.8% | +121.9% | +118.7% |
| 3Y | +255.3% | -32.7% | +288.1% | +283.3% |
| 5Y | +61.9% | -65.6% | +127.5% | +117.0% |
| 10Y | +72.0% | -34.9% | +106.9% | +61.3% |
| All | +445.6% | +59.2% | +386.4% | +187.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling