+135.4%
AGI vs BAH
+876.9%
-741.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +4.4% | -4.3% | +8.7% | +4.8% |
| 30D | +10.0% | -4.5% | +14.4% | +10.4% |
| 3M | +1.7% | -7.6% | +9.3% | +2.3% |
| 6M | -26.8% | -10.6% | -16.2% | -26.3% |
| YTD | -5.3% | -12.6% | +7.2% | -4.7% |
| 1Y | +11.5% | -27.0% | +38.5% | +14.0% |
| 3Y | +212.9% | -31.5% | +244.4% | +217.3% |
| 5Y | +388.8% | -3.8% | +392.6% | +375.6% |
| 10Y | +383.6% | +183.9% | +199.6% | +304.1% |
| All | +135.4% | +876.9% | -741.4% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling