+334.3%
AGI vs BUD
-22.8%
+357.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -5.3% | -3.2% | -2.1% | -4.7% |
| 30D | +6.8% | -3.7% | +10.4% | +7.5% |
| 3M | +8.3% | -4.4% | +12.7% | +9.1% |
| 6M | -29.2% | +7.7% | -37.0% | -30.5% |
| YTD | -7.3% | +23.1% | -30.3% | -11.2% |
| 1Y | +8.0% | +33.6% | -25.6% | +1.8% |
| 3Y | +206.6% | +44.7% | +161.9% | +185.5% |
| 5Y | +398.1% | +44.9% | +353.2% | +359.0% |
| All | +334.3% | -22.8% | +357.2% | +347.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling