+911.5%
BE vs AG
+219.5%
+692.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.3% | +8.0% |
| 7D | +20.0% | +1.0% | +19.0% | +19.4% |
| 30D | +7.9% | +19.2% | -11.3% | +1.2% |
| 3M | -13.2% | +6.2% | -19.4% | -15.5% |
| 6M | +53.5% | -26.7% | +80.1% | +66.4% |
| YTD | +191.0% | +26.1% | +164.9% | +161.2% |
| 1Y | +360.5% | +131.7% | +228.9% | +239.0% |
| 3Y | +1,568.0% | +255.3% | +1,312.7% | +879.6% |
| 5Y | +1,055.2% | +61.9% | +993.2% | +727.1% |
| All | +911.5% | +219.5% | +692.0% | +521.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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