-0.3%
BA vs AGI
+390.0%
-390.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +2.5% | +4.4% | -1.9% | +1.6% |
| 30D | -10.1% | +10.0% | -20.1% | -11.9% |
| 3M | -2.4% | +1.7% | -4.1% | -3.3% |
| 6M | -8.8% | -26.8% | +18.0% | -4.8% |
| YTD | -2.9% | -5.3% | +2.4% | -3.8% |
| 1Y | -8.8% | +11.5% | -20.2% | -12.8% |
| 3Y | -0.3% | +212.9% | -213.2% | -23.3% |
| 5Y | -0.3% | +388.8% | -389.1% | -29.9% |
| All | -0.3% | +390.0% | -390.4% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling