+8.8%
AGI vs BAH
-24.3%
+33.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.8% | -8.1% | -3.7% |
| 7D | -5.3% | +2.4% | -7.7% | -5.4% |
| 30D | +6.8% | -2.9% | +9.7% | +7.0% |
| 3M | +8.3% | -1.3% | +9.6% | +7.7% |
| 6M | -29.2% | -0.9% | -28.3% | -29.9% |
| YTD | -7.3% | -8.2% | +1.0% | -7.9% |
| All | +8.8% | -24.3% | +33.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling