+28.1%
BA vs AG
+77.4%
-49.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -1.2% |
| 7D | -1.7% | +10.8% | -12.5% | -3.1% |
| 30D | -9.5% | -8.2% | -1.3% | -8.7% |
| 3M | -26.5% | -13.7% | -12.8% | -25.5% |
| 6M | -27.4% | -27.3% | -0.1% | -25.2% |
| YTD | -20.6% | -4.6% | -16.1% | -22.2% |
| 1Y | -11.4% | +39.4% | -50.8% | -17.7% |
| 3Y | -10.8% | +244.1% | -254.9% | -29.9% |
| 5Y | -21.9% | +16.8% | -38.7% | -31.8% |
| 10Y | +28.1% | +71.7% | -43.5% | -0.2% |
| All | +28.1% | +77.4% | -49.2% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling