+14.2%
AGG vs AMC
-99.0%
+113.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -0.9% | -7.1% | +6.2% | -0.9% |
| 30D | -1.0% | -1.7% | +0.7% | -1.0% |
| 3M | -1.3% | +13.5% | -14.7% | -1.3% |
| 6M | -2.1% | +112.6% | -114.7% | -2.2% |
| YTD | -1.2% | +51.3% | -52.5% | -1.3% |
| 1Y | -0.5% | -14.5% | +14.0% | -0.5% |
| 3Y | +12.4% | -67.1% | +79.6% | +12.4% |
| 5Y | -2.4% | -99.5% | +97.1% | -2.2% |
| All | +14.2% | -99.0% | +113.2% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling