+191.5%
BAC vs AGI
+5,459.2%
-5,267.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | +1.1% | +0.6% | +0.5% | +1.1% |
| 30D | -0.4% | +18.2% | -18.6% | -1.0% |
| 3M | +16.9% | -4.1% | +21.0% | +16.9% |
| 6M | +26.6% | -28.7% | +55.3% | +27.6% |
| YTD | +15.8% | -4.0% | +19.8% | +15.5% |
| 1Y | +27.2% | +17.4% | +9.8% | +25.9% |
| 3Y | +132.4% | +203.0% | -70.6% | +122.4% |
| 5Y | +72.6% | +376.7% | -304.1% | +62.3% |
| 10Y | +389.7% | +407.5% | -17.8% | +350.1% |
| All | +191.5% | +5,459.2% | -5,267.7% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling