+288.7%
AG vs BBWI
+125.3%
+163.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.8% |
| 7D | +6.0% | -4.2% | +10.2% | +6.9% |
| 30D | -13.5% | +24.9% | -38.4% | -17.3% |
| 3M | -20.7% | +13.2% | -33.9% | -23.3% |
| 6M | -31.5% | +12.1% | -43.6% | -33.9% |
| YTD | -10.1% | +11.1% | -21.2% | -14.2% |
| 1Y | +26.0% | +0.7% | +25.3% | +21.7% |
| 3Y | +228.9% | -23.8% | +252.6% | +224.7% |
| 5Y | +8.7% | -66.9% | +75.6% | +20.8% |
| 10Y | +71.9% | -45.3% | +117.2% | +54.3% |
| All | +288.7% | +125.3% | +163.4% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling