+0.3%
AG vs BB
-17.6%
+17.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | 0.0% | -1.8% |
| 7D | -10.0% | +1.8% | -11.8% | -10.4% |
| 30D | -10.5% | +8.1% | -18.6% | -12.5% |
| 3M | -27.3% | -1.0% | -26.3% | -27.7% |
| 6M | -43.0% | +45.9% | -88.9% | -49.9% |
| YTD | -17.9% | +134.8% | -152.7% | -37.4% |
| 1Y | +11.9% | +104.6% | -92.7% | -11.8% |
| 3Y | +201.8% | +152.8% | +49.0% | +109.8% |
| All | +0.3% | -17.6% | +17.9% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling