+73.5%
BA vs AG
+65.2%
+8.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +1.2% | +1.0% | +0.1% | +1.0% |
| 30D | -11.6% | +19.2% | -30.8% | -13.8% |
| 3M | -2.4% | +6.2% | -8.5% | -3.8% |
| 6M | -6.6% | -26.7% | +20.1% | -4.1% |
| YTD | -2.2% | +26.1% | -28.4% | -7.2% |
| 1Y | -8.0% | +131.7% | -139.7% | -20.2% |
| 3Y | -5.0% | +255.3% | -260.3% | -25.3% |
| 5Y | -2.7% | +61.9% | -64.7% | -18.1% |
| All | +73.5% | +65.2% | +8.2% | +40.0% |
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