-22.1%
BA vs AG
+12.9%
-35.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +1.1% | +6.3% | -5.2% | +0.1% |
| 30D | -7.9% | -8.9% | +1.0% | -6.9% |
| 3M | -25.3% | -12.2% | -13.1% | -24.4% |
| 6M | -24.6% | -28.3% | +3.7% | -21.8% |
| YTD | -20.1% | -8.8% | -11.3% | -21.6% |
| 1Y | -11.8% | +39.4% | -51.1% | -19.3% |
| 3Y | -10.1% | +229.4% | -239.6% | -33.9% |
| All | -22.1% | +12.9% | -35.1% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling