+476.4%
BHP vs AGI
+392.3%
+84.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | -1.2% | +7.2% | -8.4% | -2.7% |
| 3M | +1.2% | +4.3% | -3.1% | 0.0% |
| 6M | +21.4% | -27.1% | +48.5% | +28.4% |
| YTD | +50.4% | -6.6% | +57.0% | +51.1% |
| 1Y | +67.5% | +9.5% | +58.0% | +62.7% |
| 3Y | +72.8% | +208.4% | -135.6% | +37.2% |
| 5Y | +112.6% | +401.6% | -289.0% | +54.3% |
| All | +476.4% | +392.3% | +84.1% | +311.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling