+209.3%
AG vs BWA
+64.3%
+145.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.0% |
| 7D | -6.0% | +7.3% | -13.3% | -9.0% |
| 30D | -14.3% | -15.8% | +1.5% | -7.2% |
| 3M | -26.9% | -25.7% | -1.2% | -16.6% |
| 6M | -42.1% | -19.6% | -22.5% | -35.7% |
| YTD | -15.9% | +14.1% | -29.9% | -21.0% |
| 1Y | +11.5% | +12.2% | -0.6% | +5.6% |
| All | +209.3% | +64.3% | +145.0% | +142.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling