+263.2%
BAC vs AG
+89.9%
+173.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | -1.2% | +6.3% | -7.5% | -1.5% |
| 30D | -7.7% | -8.9% | +1.3% | -7.3% |
| 3M | -21.2% | -12.2% | -9.0% | -20.8% |
| 6M | -6.8% | -28.3% | +21.5% | -5.8% |
| YTD | -8.7% | -8.8% | +0.1% | -9.3% |
| 1Y | -5.3% | +39.4% | -44.6% | -7.9% |
| 3Y | +87.4% | +229.4% | -142.0% | +72.5% |
| 5Y | +18.9% | +14.5% | +4.4% | +12.1% |
| All | +263.2% | +89.9% | +173.3% | +240.7% |
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