+65.7%
AG vs BWA
+94.2%
-28.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -10.0% | +4.3% | -14.2% | -11.1% |
| 30D | -10.5% | -13.0% | +2.5% | -6.6% |
| 3M | -27.3% | -24.8% | -2.4% | -20.9% |
| 6M | -43.0% | -23.5% | -19.5% | -38.0% |
| YTD | -17.9% | +13.8% | -31.7% | -20.8% |
| 1Y | +11.9% | +13.4% | -1.5% | +8.1% |
| 3Y | +201.8% | +62.8% | +139.1% | +161.6% |
| 5Y | -0.1% | +28.5% | -28.5% | -11.0% |
| All | +65.7% | +94.2% | -28.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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