-39.3%
BAX vs AGI
+392.3%
-431.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -7.9% | -2.7% | -5.1% | -7.7% |
| 30D | -11.7% | +7.2% | -18.9% | -12.1% |
| 3M | +16.2% | +4.3% | +11.9% | +15.6% |
| 6M | +32.0% | -27.1% | +59.1% | +34.2% |
| YTD | +24.7% | -6.6% | +31.3% | +24.8% |
| 1Y | -2.6% | +9.5% | -12.1% | -3.6% |
| 3Y | -35.0% | +208.4% | -243.4% | -39.2% |
| 5Y | -67.6% | +401.6% | -469.2% | -70.3% |
| All | -39.3% | +392.3% | -431.6% | -43.8% |
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