+392.9%
BAC vs AGI
+392.3%
+0.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.2% |
| 7D | 0.0% | -2.7% | +2.8% | 0.0% |
| 30D | -2.8% | +7.2% | -10.0% | -2.7% |
| 3M | +14.2% | +4.3% | +10.0% | +14.2% |
| 6M | +30.5% | -27.1% | +57.6% | +30.3% |
| YTD | +15.8% | -6.6% | +22.4% | +15.8% |
| 1Y | +26.2% | +9.5% | +16.6% | +26.4% |
| 3Y | +136.5% | +208.4% | -71.9% | +139.4% |
| 5Y | +75.9% | +401.6% | -325.7% | +80.5% |
| All | +392.9% | +392.3% | +0.6% | +434.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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