+281.5%
AGI vs BUD
+217.8%
+63.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -10.1% | +1.0% | -11.1% | -10.3% |
| 30D | -6.5% | +6.7% | -13.2% | -7.8% |
| 3M | -12.8% | +5.7% | -18.5% | -13.9% |
| 6M | -34.3% | +5.8% | -40.1% | -35.3% |
| YTD | -25.6% | +34.4% | -60.0% | -30.3% |
| 1Y | -14.2% | +33.3% | -47.5% | -19.5% |
| 3Y | +127.3% | +48.8% | +78.5% | +108.2% |
| 5Y | +241.8% | +52.5% | +189.2% | +208.5% |
| 10Y | +381.8% | -4.0% | +385.8% | +372.3% |
| All | +281.5% | +217.8% | +63.7% | +135.0% |
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