+74.6%
BA vs AGI
+398.0%
-323.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.2% |
| 7D | -1.2% | +2.2% | -3.4% | -1.4% |
| 30D | -11.3% | +11.3% | -22.6% | -12.3% |
| 3M | -3.8% | +5.6% | -9.4% | -4.5% |
| 6M | -8.3% | -27.7% | +19.4% | -6.2% |
| YTD | -4.9% | -4.1% | -0.8% | -5.3% |
| 1Y | -10.1% | +13.8% | -23.9% | -11.8% |
| 3Y | -2.3% | +217.0% | -219.3% | -11.7% |
| 5Y | -3.5% | +404.3% | -407.9% | -15.6% |
| 10Y | +74.6% | +400.5% | -326.0% | +53.3% |
| All | +74.6% | +398.0% | -323.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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