+22.6%
BAC vs AG
0.0%
+22.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | +3.2% | -10.0% | +13.2% | +4.0% |
| 30D | -0.7% | -10.5% | +9.8% | 0.0% |
| 3M | -20.0% | -27.3% | +7.3% | -18.4% |
| 6M | +3.4% | -43.0% | +46.4% | +6.9% |
| YTD | -5.7% | -17.9% | +12.2% | -6.3% |
| 1Y | -1.4% | +11.9% | -13.4% | -4.6% |
| 3Y | +97.9% | +201.8% | -103.9% | +71.1% |
| All | +22.6% | 0.0% | +22.6% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling