+61.6%
AG vs BB
+1.6%
+60.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.7% | -3.2% |
| 7D | -6.7% | -0.4% | -6.3% | -6.7% |
| 30D | +2.2% | -12.5% | +14.7% | +4.0% |
| 3M | +15.7% | -17.4% | +33.1% | +18.2% |
| 6M | -23.8% | +119.1% | -142.9% | -32.6% |
| YTD | +17.6% | +102.4% | -84.7% | +5.3% |
| 1Y | +88.6% | +98.2% | -9.6% | +68.9% |
| 3Y | +253.4% | +46.9% | +206.5% | +216.9% |
| 5Y | +62.4% | -26.4% | +88.8% | +49.6% |
| All | +61.6% | +1.6% | +60.0% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling