+114.1%
AG vs BBWI
-35.0%
+149.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -5.8% | -8.0% | +2.2% | -4.8% |
| 30D | +6.4% | -6.6% | +13.0% | +6.9% |
| 3M | +28.4% | -2.7% | +31.1% | +27.7% |
| 6M | -24.5% | -12.8% | -11.7% | -23.4% |
| YTD | +21.2% | -10.5% | +31.7% | +20.9% |
| 1Y | +114.1% | -35.3% | +149.4% | +125.1% |
| All | +114.1% | -35.0% | +149.1% | +125.1% |
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