+5,307.1%
AGI vs BRO
+859.7%
+4,447.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.7% | -7.3% | +4.6% | -2.2% |
| 30D | +7.2% | -6.9% | +14.1% | +7.8% |
| 3M | +4.3% | +10.7% | -6.4% | +3.3% |
| 6M | -27.1% | -2.7% | -24.4% | -27.1% |
| YTD | -6.6% | -16.3% | +9.7% | -5.5% |
| 1Y | +9.5% | -29.1% | +38.6% | +12.3% |
| 3Y | +208.4% | -7.8% | +216.3% | +208.6% |
| 5Y | +401.6% | +18.7% | +382.9% | +388.7% |
| 10Y | +387.3% | +291.9% | +95.5% | +338.4% |
| All | +5,307.1% | +859.7% | +4,447.5% | +4,475.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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