+66.5%
AG vs BWA
+153.1%
-86.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.5% | -5.1% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | +6.4% | -5.5% | +11.8% | +7.9% |
| 3M | +28.4% | -7.6% | +36.0% | +31.2% |
| 6M | -24.5% | +25.0% | -49.4% | -28.4% |
| YTD | +21.2% | +47.0% | -25.8% | +8.8% |
| 1Y | +114.1% | +54.0% | +60.1% | +89.8% |
| 3Y | +268.0% | +70.7% | +197.4% | +212.4% |
| 5Y | +67.3% | +86.7% | -19.3% | +36.3% |
| All | +66.5% | +153.1% | -86.6% | +39.8% |
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