+226.6%
AG vs BN
+102.0%
+124.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.6% |
| 7D | -4.0% | -2.4% | -1.6% | -2.3% |
| 30D | -13.1% | +13.5% | -26.6% | -20.1% |
| 3M | -22.0% | -5.9% | -16.1% | -18.9% |
| 6M | -37.3% | -8.9% | -28.3% | -33.2% |
| YTD | -11.2% | -7.9% | -3.3% | -6.9% |
| 1Y | +23.9% | -8.3% | +32.2% | +30.4% |
| All | +226.6% | +102.0% | +124.6% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling