+151.4%
ADBE vs AGG
+14.2%
+137.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -1.1% | -4.3% | -4.6% |
| 30D | -2.5% | -1.1% | -1.4% | -1.6% |
| 3M | +15.3% | -1.9% | +17.2% | +17.1% |
| 6M | -7.8% | -1.7% | -6.1% | -6.6% |
| YTD | -27.9% | -1.3% | -26.6% | -27.2% |
| 1Y | -28.0% | -0.7% | -27.3% | -27.6% |
| 3Y | -55.3% | +12.5% | -67.8% | -59.8% |
| 5Y | -61.7% | -2.5% | -59.2% | -61.8% |
| All | +151.4% | +14.2% | +137.2% | +150.8% |
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