+251.7%
BAC vs AG
+77.4%
+174.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +2.1% |
| 7D | +2.0% | +10.8% | -8.8% | +1.5% |
| 30D | -6.9% | -8.2% | +1.2% | -6.6% |
| 3M | -19.6% | -13.7% | -5.9% | -19.2% |
| 6M | -0.5% | -27.3% | +26.8% | +0.5% |
| YTD | -6.6% | -4.6% | -2.1% | -7.4% |
| 1Y | -3.0% | +39.4% | -42.3% | -5.6% |
| 3Y | +97.3% | +244.1% | -146.8% | +82.0% |
| 5Y | +21.9% | +16.8% | +5.1% | +14.9% |
| 10Y | +251.7% | +71.7% | +180.0% | +231.2% |
| All | +251.7% | +77.4% | +174.3% | +231.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling