+279.0%
AG vs BBWI
-44.4%
+323.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.5% |
| 7D | +4.5% | +1.6% | +2.9% | +4.1% |
| 30D | +12.9% | -6.2% | +19.1% | +13.7% |
| 3M | +20.9% | +4.3% | +16.6% | +18.9% |
| 6M | -19.5% | -7.2% | -12.4% | -19.5% |
| YTD | +24.8% | -3.0% | +27.8% | +22.7% |
| 1Y | +120.2% | -30.8% | +151.0% | +129.8% |
| 3Y | +279.0% | -43.4% | +322.4% | +314.8% |
| All | +279.0% | -44.4% | +323.5% | +314.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling