+512.6%
BMY vs AGI
+5,453.2%
-4,940.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -4.8% | +2.2% | -7.0% | -4.9% |
| 30D | -0.7% | +11.3% | -11.9% | -0.9% |
| 3M | +15.3% | +5.6% | +9.7% | +15.1% |
| 6M | +8.5% | -27.7% | +36.2% | +9.2% |
| YTD | +23.4% | -4.1% | +27.5% | +23.2% |
| 1Y | +42.9% | +13.8% | +29.1% | +42.0% |
| 3Y | +22.0% | +217.0% | -195.1% | +17.7% |
| 5Y | +24.3% | +404.3% | -380.0% | +18.3% |
| 10Y | +64.6% | +400.5% | -335.9% | +54.4% |
| All | +512.6% | +5,453.2% | -4,940.5% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling