+95.9%
BAC vs AG
+202.7%
-106.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.1% |
| 7D | +1.5% | -6.0% | +7.6% | +1.9% |
| 30D | -6.4% | -14.3% | +7.9% | -5.4% |
| 3M | -21.7% | -26.9% | +5.3% | -20.2% |
| 6M | +0.5% | -42.1% | +42.6% | +3.7% |
| YTD | -6.7% | -15.9% | +9.2% | -7.6% |
| 1Y | -4.7% | +11.5% | -16.2% | -8.0% |
| All | +95.9% | +202.7% | -106.8% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling