+385.5%
AGI vs BUD
+198.8%
+186.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | +10.0% | -4.8% | +14.8% | +11.0% |
| 3M | +1.7% | +1.4% | +0.4% | +1.3% |
| 6M | -26.8% | +9.9% | -36.7% | -28.4% |
| YTD | -5.3% | +26.3% | -31.7% | -10.1% |
| 1Y | +11.5% | +36.1% | -24.7% | +4.2% |
| 3Y | +212.9% | +48.6% | +164.3% | +187.3% |
| 5Y | +388.8% | +45.0% | +343.8% | +345.6% |
| 10Y | +383.6% | -23.1% | +406.7% | +398.8% |
| All | +385.5% | +198.8% | +186.7% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling