+384.7%
AGI vs BB
-26.5%
+411.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | +7.2% | -12.5% | +19.8% | +8.9% |
| 3M | +4.3% | -17.4% | +21.7% | +5.8% |
| 6M | -27.1% | +119.1% | -146.2% | -35.7% |
| YTD | -6.6% | +102.4% | -109.0% | -16.7% |
| 1Y | +9.5% | +98.2% | -88.7% | -2.5% |
| 3Y | +208.4% | +46.9% | +161.5% | +175.6% |
| All | +384.7% | -26.5% | +411.2% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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