+72.8%
AG vs BWA
+89.5%
-16.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +12.5% | -5.6% | +18.0% | +14.9% |
| 3M | +28.2% | -10.7% | +38.9% | +34.2% |
| 6M | -18.8% | +23.2% | -42.0% | -24.6% |
| YTD | +27.4% | +46.0% | -18.6% | +8.1% |
| 1Y | +132.2% | +51.2% | +81.0% | +94.2% |
| 3Y | +286.9% | +69.6% | +217.3% | +199.7% |
| 5Y | +72.8% | +86.6% | -13.8% | +17.8% |
| All | +72.8% | +89.5% | -16.7% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling