-32.0%
BAX vs AGI
+208.5%
-240.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.6% |
| 7D | -2.4% | +4.4% | -6.8% | -3.0% |
| 30D | -9.7% | +10.0% | -19.7% | -11.0% |
| 3M | +29.3% | +1.7% | +27.5% | +28.4% |
| 6M | +40.7% | -26.8% | +67.5% | +46.1% |
| YTD | +30.3% | -5.3% | +35.6% | +30.5% |
| 1Y | +3.4% | +11.5% | -8.1% | +0.9% |
| 3Y | -32.0% | +212.9% | -244.9% | -45.6% |
| All | -32.0% | +208.5% | -240.5% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling