+397.6%
AGI vs BUD
+44.8%
+352.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -5.4% | -3.2% | -2.2% | -4.4% |
| 30D | +6.6% | -3.7% | +10.3% | +7.8% |
| 3M | +8.2% | -4.4% | +12.6% | +9.4% |
| 6M | -29.3% | +7.7% | -37.0% | -31.5% |
| YTD | -7.4% | +23.1% | -30.4% | -14.0% |
| 1Y | +7.9% | +33.6% | -25.7% | -2.6% |
| 3Y | +206.2% | +44.7% | +161.5% | +171.2% |
| 5Y | +397.6% | +44.9% | +352.7% | +325.9% |
| All | +397.6% | +44.8% | +352.8% | +325.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling