+5,381.0%
AGI vs BWA
+1,219.9%
+4,161.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | +4.4% | +4.3% | +0.1% | +3.6% |
| 30D | +10.0% | -2.9% | +12.9% | +10.5% |
| 3M | +1.7% | -12.4% | +14.2% | +4.1% |
| 6M | -26.8% | +28.6% | -55.4% | -29.9% |
| YTD | -5.3% | +48.2% | -53.6% | -12.0% |
| 1Y | +11.5% | +50.9% | -39.4% | +3.2% |
| 3Y | +212.9% | +72.2% | +140.8% | +178.4% |
| 5Y | +388.8% | +91.1% | +297.7% | +319.6% |
| 10Y | +383.6% | +144.0% | +239.6% | +270.9% |
| All | +5,381.0% | +1,219.9% | +4,161.1% | +2,366.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling