+234.2%
BA vs AG
+445.6%
-211.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.0% |
| 7D | +1.2% | +1.0% | +0.1% | +1.0% |
| 30D | -11.6% | +19.2% | -30.8% | -13.4% |
| 3M | -2.4% | +6.2% | -8.5% | -3.5% |
| 6M | -6.6% | -26.7% | +20.1% | -4.5% |
| YTD | -2.2% | +26.1% | -28.4% | -6.1% |
| 1Y | -8.0% | +131.7% | -139.7% | -17.6% |
| 3Y | -5.0% | +255.3% | -260.3% | -21.0% |
| 5Y | -2.7% | +61.9% | -64.7% | -14.6% |
| 10Y | +75.9% | +72.0% | +3.9% | +43.3% |
| All | +234.2% | +445.6% | -211.5% | +83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling