+0.3%
AGI vs BUD
+38.4%
-38.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.1% | +7.7% | +9.9% |
| 7D | -5.3% | +3.3% | -8.6% | -6.0% |
| 30D | -7.1% | +11.8% | -19.0% | -9.7% |
| 3M | +4.4% | -1.1% | +5.5% | +4.2% |
| 6M | -23.0% | +14.9% | -37.9% | -27.8% |
| YTD | -22.0% | +32.6% | -54.6% | -26.6% |
| 1Y | +0.3% | +37.2% | -36.9% | -6.4% |
| All | +0.3% | +38.4% | -38.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling