+60.7%
BMY vs AGI
+392.3%
-331.6%
-47.7%
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% | -0.2% |
| 7D | -4.8% | -2.7% | -2.0% | -4.7% |
| 30D | -0.1% | +7.2% | -7.3% | -0.3% |
| 3M | +13.1% | +4.3% | +8.8% | +12.9% |
| 6M | +8.4% | -27.1% | +35.5% | +9.2% |
| YTD | +22.0% | -6.6% | +28.6% | +21.9% |
| 1Y | +40.3% | +9.5% | +30.8% | +39.4% |
| 3Y | +20.5% | +208.4% | -187.9% | +15.5% |
| 5Y | +23.7% | +401.6% | -377.9% | +16.5% |
| All | +60.7% | +392.3% | -331.6% | +48.6% |
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