+127.3%
AGI vs BUD
+49.6%
+77.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -10.1% | +1.0% | -11.1% | -10.5% |
| 30D | -6.5% | +6.7% | -13.2% | -8.8% |
| 3M | -12.8% | +5.7% | -18.5% | -14.7% |
| 6M | -34.3% | +5.8% | -40.1% | -36.2% |
| YTD | -25.6% | +34.4% | -60.0% | -34.7% |
| 1Y | -14.2% | +33.3% | -47.5% | -24.6% |
| 3Y | +127.3% | +48.8% | +78.5% | +85.5% |
| All | +127.3% | +49.6% | +77.7% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling