+211.8%
BAX vs AGI
+4,206.7%
-3,995.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +0.1% | -10.1% | +10.2% | +0.4% |
| 30D | +4.1% | -6.5% | +10.6% | +4.3% |
| 3M | -4.5% | -12.8% | +8.3% | -4.2% |
| 6M | +49.2% | -34.3% | +83.5% | +51.0% |
| YTD | +35.2% | -25.6% | +60.9% | +36.2% |
| 1Y | +38.3% | -14.2% | +52.5% | +38.7% |
| 3Y | -19.0% | +127.3% | -146.3% | -21.2% |
| 5Y | -64.2% | +241.8% | -305.9% | -65.6% |
| 10Y | -35.7% | +381.8% | -417.5% | -39.3% |
| All | +211.8% | +4,206.7% | -3,995.0% | +243.2% |
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