+1,481.7%
ADP vs AGG
+97.9%
+1,383.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -1.2% | -0.4% | -0.9% | -1.3% |
| 3M | +17.9% | -0.3% | +18.1% | +17.8% |
| 6M | +20.3% | -1.2% | +21.5% | +20.2% |
| YTD | +5.8% | -0.4% | +6.2% | +5.8% |
| 1Y | -7.7% | +0.4% | -8.1% | -7.7% |
| 3Y | +14.7% | +13.4% | +1.3% | +16.1% |
| 5Y | +45.8% | -1.4% | +47.2% | +41.0% |
| 10Y | +270.5% | +14.8% | +255.7% | +287.1% |
| All | +1,481.7% | +97.9% | +1,383.8% | +2,158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling