+134.9%
BAC vs AGI
+4,227.8%
-4,092.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | +1.5% | -7.5% | +9.0% | +1.7% |
| 30D | -6.4% | -9.9% | +3.5% | -6.1% |
| 3M | -21.7% | -14.2% | -7.5% | -21.4% |
| 6M | +0.5% | -35.2% | +35.7% | +1.6% |
| YTD | -6.7% | -25.2% | +18.6% | -6.3% |
| 1Y | -4.7% | -14.3% | +9.7% | -4.7% |
| 3Y | +96.1% | +127.7% | -31.6% | +89.3% |
| 5Y | +21.7% | +243.4% | -221.7% | +15.5% |
| 10Y | +232.0% | +384.1% | -152.2% | +205.2% |
| All | +134.9% | +4,227.8% | -4,092.9% | +94.4% |
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