+17.6%
ABNB vs AGG
-2.8%
+20.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -6.5% | -1.1% | -5.4% | -5.6% |
| 30D | -5.5% | -1.1% | -4.4% | -4.5% |
| 3M | +30.0% | -1.9% | +32.0% | +32.3% |
| 6M | +27.6% | -1.7% | +29.3% | +29.7% |
| YTD | +25.4% | -1.3% | +26.7% | +27.0% |
| 1Y | +38.3% | -0.7% | +39.1% | +39.5% |
| 3Y | +15.5% | +12.5% | +3.0% | +3.8% |
| 5Y | +3.0% | -2.5% | +5.5% | +5.2% |
| All | +17.6% | -2.8% | +20.4% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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