+282.7%
AG vs BB
+66.7%
+216.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.4% |
| 7D | -0.1% | +1.8% | -1.9% | -0.6% |
| 30D | +12.5% | -12.2% | +24.7% | +15.8% |
| 3M | +28.2% | -12.3% | +40.5% | +30.5% |
| 6M | -18.8% | +122.7% | -141.5% | -35.5% |
| YTD | +27.4% | +104.5% | -77.1% | +3.7% |
| 1Y | +132.2% | +106.7% | +25.5% | +87.7% |
| All | +282.7% | +66.7% | +216.0% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling