+33.5%
BN vs AGI
+389.1%
-355.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.6% |
| 7D | -5.9% | -5.4% | -0.5% | -4.9% |
| 30D | -15.1% | +6.6% | -21.7% | -16.2% |
| 3M | -14.6% | +8.2% | -22.8% | -16.3% |
| 6M | -8.4% | -29.3% | +20.9% | -3.3% |
| YTD | -16.8% | -7.4% | -9.5% | -17.5% |
| 1Y | -14.4% | +7.9% | -22.3% | -18.3% |
| 3Y | +70.1% | +206.2% | -136.1% | +23.2% |
| 5Y | +33.5% | +397.6% | -364.1% | -13.4% |
| All | +33.5% | +389.1% | -355.5% | -13.4% |
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 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