+255.2%
AG vs BAX
+59.1%
+196.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -10.0% | +0.1% | -10.0% | -9.9% |
| 30D | -10.5% | +4.1% | -14.6% | -11.7% |
| 3M | -27.3% | -4.5% | -22.7% | -26.3% |
| 6M | -43.0% | +49.2% | -92.2% | -50.6% |
| YTD | -17.9% | +35.2% | -53.2% | -27.0% |
| 1Y | +11.9% | +38.3% | -26.4% | -1.2% |
| 3Y | +201.8% | -19.0% | +220.9% | +207.1% |
| 5Y | -0.1% | -64.2% | +64.1% | +31.8% |
| 10Y | +72.7% | -35.7% | +108.4% | +62.9% |
| All | +255.2% | +59.1% | +196.1% | +86.9% |
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