+5,381.0%
AGI vs BBWI
+408.9%
+4,972.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | +4.4% | +1.6% | +2.8% | +4.3% |
| 30D | +10.0% | -6.2% | +16.2% | +10.2% |
| 3M | +1.7% | +4.3% | -2.6% | +1.4% |
| 6M | -26.8% | -7.2% | -19.6% | -26.8% |
| YTD | -5.3% | -3.0% | -2.3% | -5.7% |
| 1Y | +11.5% | -30.8% | +42.2% | +12.7% |
| 3Y | +212.9% | -43.4% | +256.3% | +216.4% |
| 5Y | +388.8% | -66.7% | +455.5% | +400.5% |
| 10Y | +383.6% | -55.7% | +439.2% | +397.9% |
| All | +5,381.0% | +408.9% | +4,972.0% | +3,957.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling