+37.6%
BAC vs AG
+294.5%
-256.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.9% |
| 7D | -1.2% | +6.3% | -7.5% | -1.8% |
| 30D | -7.7% | -8.9% | +1.3% | -6.9% |
| 3M | -21.2% | -12.2% | -9.0% | -20.4% |
| 6M | -6.8% | -28.3% | +21.5% | -4.7% |
| YTD | -8.7% | -8.8% | +0.1% | -10.1% |
| 1Y | -5.3% | +39.4% | -44.6% | -11.0% |
| 3Y | +87.4% | +229.4% | -142.0% | +54.6% |
| 5Y | +18.9% | +14.5% | +4.4% | +6.2% |
| 10Y | +273.3% | +82.7% | +190.6% | +180.6% |
| All | +37.6% | +294.5% | -256.9% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling