+212.0%
BAX vs AGI
+5,459.2%
-5,247.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.1% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | -5.5% | +18.2% | -23.7% | -6.0% |
| 3M | +33.5% | -4.1% | +37.7% | +33.5% |
| 6M | +35.9% | -28.7% | +64.6% | +37.0% |
| YTD | +35.4% | -4.0% | +39.3% | +35.2% |
| 1Y | +9.8% | +17.4% | -7.7% | +8.9% |
| 3Y | -32.7% | +203.0% | -235.7% | -35.1% |
| 5Y | -65.6% | +376.7% | -442.2% | -67.2% |
| 10Y | -34.9% | +407.5% | -442.4% | -38.8% |
| All | +212.0% | +5,459.2% | -5,247.2% | +240.7% |
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