+0.3%
AGI vs BWA
+17.4%
-17.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.5% | +13.3% | +11.8% |
| 7D | -5.3% | -9.9% | +4.6% | -1.2% |
| 30D | -7.1% | -16.4% | +9.2% | -0.4% |
| 3M | +4.4% | -19.8% | +24.3% | +13.4% |
| 6M | -23.0% | -10.0% | -13.1% | -18.6% |
| YTD | -22.0% | +12.7% | -34.7% | -27.4% |
| 1Y | +0.3% | +15.7% | -15.4% | -7.9% |
| All | +0.3% | +17.4% | -17.1% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling