+264.0%
AG vs BAX
+58.7%
+205.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.5% |
| 7D | -6.0% | +0.4% | -6.4% | -6.1% |
| 30D | -14.3% | +3.4% | -17.7% | -15.3% |
| 3M | -26.9% | -4.5% | -22.5% | -26.0% |
| 6M | -42.1% | +44.0% | -86.1% | -49.2% |
| YTD | -15.9% | +34.9% | -50.7% | -25.1% |
| 1Y | +11.5% | +37.9% | -26.4% | -1.5% |
| 3Y | +208.0% | -17.1% | +225.1% | +210.7% |
| 5Y | +2.4% | -64.3% | +66.7% | +35.2% |
| 10Y | +77.0% | -35.9% | +112.9% | +67.1% |
| All | +264.0% | +58.7% | +205.4% | +91.7% |
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