+799.4%
BA vs AGI
+4,416.0%
-3,616.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +0.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -7.9% | -7.6% | -0.3% | -7.6% |
| 3M | -25.2% | -10.2% | -15.0% | -24.9% |
| 6M | -26.7% | -31.5% | +4.8% | -25.6% |
| YTD | -19.6% | -22.0% | +2.4% | -19.1% |
| 1Y | -10.6% | -7.9% | -2.7% | -10.7% |
| 3Y | -11.2% | +137.6% | -148.8% | -15.0% |
| 5Y | -20.4% | +256.7% | -277.2% | -25.2% |
| 10Y | +26.8% | +405.2% | -378.4% | +16.2% |
| All | +799.4% | +4,416.0% | -3,616.5% | +715.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling