+284.3%
AG vs BN
+794.8%
-510.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.7% |
| 7D | -4.0% | -2.4% | -1.6% | -2.8% |
| 30D | -13.1% | +13.5% | -26.6% | -18.4% |
| 3M | -22.0% | -5.9% | -16.1% | -19.6% |
| 6M | -37.3% | -8.9% | -28.3% | -34.0% |
| YTD | -11.2% | -7.9% | -3.3% | -7.3% |
| 1Y | +23.9% | -8.3% | +32.2% | +29.8% |
| 3Y | +225.1% | +100.8% | +124.4% | +127.6% |
| 5Y | +7.7% | +38.2% | -30.5% | -11.7% |
| 10Y | +86.9% | +302.3% | -215.4% | -19.2% |
| All | +284.3% | +794.8% | -510.5% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling