+31.8%
BA vs AG
+89.9%
-58.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +1.1% | +6.3% | -5.2% | +0.3% |
| 30D | -7.9% | -8.9% | +1.0% | -7.0% |
| 3M | -25.3% | -12.2% | -13.1% | -24.5% |
| 6M | -24.6% | -28.3% | +3.7% | -22.2% |
| YTD | -20.1% | -8.8% | -11.3% | -21.3% |
| 1Y | -11.8% | +39.4% | -51.1% | -18.0% |
| 3Y | -10.1% | +229.4% | -239.6% | -28.9% |
| 5Y | -22.7% | +14.5% | -37.3% | -32.3% |
| All | +31.8% | +89.9% | -58.2% | +3.2% |
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