+23.9%
BMY vs AGI
+389.6%
-365.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.9% |
| 7D | -6.4% | -5.3% | -1.1% | -6.2% |
| 30D | +0.2% | +6.8% | -6.5% | 0.0% |
| 3M | +16.0% | +8.3% | +7.6% | +15.6% |
| 6M | +8.3% | -29.2% | +37.6% | +9.5% |
| YTD | +22.2% | -7.3% | +29.4% | +22.3% |
| 1Y | +41.7% | +8.0% | +33.7% | +40.9% |
| 3Y | +20.7% | +206.6% | -185.8% | +13.4% |
| 5Y | +23.9% | +398.1% | -374.2% | +13.6% |
| All | +23.9% | +389.6% | -365.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling