+23.4%
BA vs AG
+80.4%
-57.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.0% |
| 7D | -0.6% | -6.0% | +5.5% | +0.2% |
| 30D | -8.0% | -14.3% | +6.3% | -6.4% |
| 3M | -25.8% | -26.9% | +1.1% | -23.2% |
| 6M | -27.6% | -42.1% | +14.5% | -23.2% |
| YTD | -21.0% | -15.9% | -5.1% | -21.3% |
| 1Y | -12.3% | +11.5% | -23.8% | -16.1% |
| 3Y | -12.8% | +208.0% | -220.7% | -30.5% |
| 5Y | -22.4% | +2.4% | -24.8% | -31.1% |
| All | +23.4% | +80.4% | -57.0% | -2.4% |
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