+255.2%
AG vs BN
+771.6%
-516.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.6% |
| 7D | -10.0% | -1.0% | -9.0% | -9.4% |
| 30D | -10.5% | +14.0% | -24.5% | -16.2% |
| 3M | -27.3% | -9.0% | -18.2% | -23.6% |
| 6M | -43.0% | -8.8% | -34.2% | -40.1% |
| YTD | -17.9% | -10.3% | -7.6% | -13.1% |
| 1Y | +11.9% | -5.8% | +17.7% | +15.8% |
| 3Y | +201.8% | +94.8% | +107.0% | +114.6% |
| 5Y | -0.1% | +31.5% | -31.5% | -16.0% |
| 10Y | +72.7% | +291.9% | -219.2% | -24.2% |
| All | +255.2% | +771.6% | -516.4% | -22.9% |
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