-11.0%
BA vs AG
+24.7%
-35.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.4% | +1.3% |
| 7D | 0.0% | +6.0% | -5.9% | -0.8% |
| 30D | -8.9% | -13.5% | +4.6% | -7.3% |
| 3M | -25.5% | -20.7% | -4.8% | -23.6% |
| 6M | -27.0% | -31.5% | +4.6% | -24.4% |
| YTD | -20.1% | -10.1% | -10.0% | -19.5% |
| 1Y | -11.0% | +26.0% | -37.0% | -14.1% |
| All | -11.0% | +24.7% | -35.7% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling