+73.2%
BHP vs AGI
+204.0%
-130.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.3% | -2.0% | -4.3% |
| 7D | -3.7% | -5.3% | +1.5% | -2.1% |
| 30D | -0.8% | +6.8% | -7.6% | -3.0% |
| 3M | +7.6% | +8.3% | -0.7% | +4.4% |
| 6M | +20.8% | -29.2% | +50.0% | +31.5% |
| YTD | +50.8% | -7.3% | +58.0% | +52.1% |
| 1Y | +70.9% | +8.0% | +62.9% | +64.7% |
| All | +73.2% | +204.0% | -130.8% | +22.5% |
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