+72.8%
AG vs BN
+33.2%
+39.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.2% |
| 7D | -0.1% | -3.0% | +2.9% | +1.7% |
| 30D | +12.5% | -13.0% | +25.5% | +22.0% |
| 3M | +28.2% | -15.2% | +43.4% | +41.6% |
| 6M | -18.8% | -5.9% | -12.9% | -15.6% |
| YTD | +27.4% | -15.8% | +43.2% | +40.7% |
| 1Y | +132.2% | -12.2% | +144.4% | +150.6% |
| 3Y | +286.9% | +72.2% | +214.7% | +170.6% |
| 5Y | +72.8% | +33.2% | +39.6% | +36.7% |
| All | +72.8% | +33.2% | +39.6% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling