+131.7%
AG vs BBWI
-34.3%
+165.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.3% |
| 7D | +1.0% | +1.5% | -0.5% | +0.8% |
| 30D | +19.2% | -5.2% | +24.4% | +20.0% |
| 3M | +6.2% | +11.1% | -5.0% | +3.8% |
| 6M | -26.7% | -13.4% | -13.3% | -25.3% |
| YTD | +26.1% | +0.1% | +26.0% | +24.2% |
| 1Y | +131.7% | -36.1% | +167.8% | +133.9% |
| All | +131.7% | -34.3% | +165.9% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling