+69.8%
AG vs BN
+297.2%
-227.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.8% |
| 7D | -6.0% | -0.3% | -5.8% | -5.8% |
| 30D | -14.3% | +13.6% | -27.9% | -19.1% |
| 3M | -26.9% | -6.7% | -20.3% | -24.6% |
| 6M | -42.1% | -9.0% | -33.1% | -39.4% |
| YTD | -15.9% | -8.8% | -7.1% | -12.2% |
| 1Y | +11.5% | -10.6% | +22.1% | +17.4% |
| 3Y | +208.0% | +98.8% | +109.2% | +130.7% |
| 5Y | +2.4% | +33.6% | -31.2% | -13.3% |
| All | +69.8% | +297.2% | -227.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling