+206.0%
AGI vs BBWI
-48.6%
+254.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | -5.4% | -8.0% | +2.7% | -4.8% |
| 30D | +6.6% | -6.6% | +13.3% | +7.0% |
| 3M | +8.2% | -2.7% | +10.9% | +8.2% |
| 6M | -29.3% | -12.8% | -16.5% | -28.9% |
| YTD | -7.4% | -10.5% | +3.1% | -7.2% |
| 1Y | +7.9% | -35.3% | +43.3% | +9.9% |
| All | +206.0% | -48.6% | +254.6% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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