-2.6%
BAX vs AGI
+9.2%
-11.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -7.9% | -2.7% | -5.1% | -7.5% |
| 30D | -11.7% | +7.2% | -18.9% | -12.7% |
| 3M | +16.2% | +4.3% | +11.9% | +15.1% |
| 6M | +32.0% | -27.1% | +59.1% | +38.0% |
| YTD | +24.7% | -6.6% | +31.3% | +26.4% |
| 1Y | -2.6% | +9.5% | -12.1% | -3.4% |
| All | -2.6% | +9.2% | -11.9% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling