+15.0%
AGG vs AMC
-98.9%
+113.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.2% |
| 7D | -0.2% | -6.8% | +6.7% | -0.2% |
| 30D | -0.2% | +1.7% | -1.9% | -0.2% |
| 3M | -0.7% | +26.8% | -27.5% | -0.8% |
| 6M | -1.8% | +117.7% | -119.5% | -1.9% |
| YTD | -0.6% | +57.7% | -58.3% | -0.7% |
| 1Y | +0.4% | -12.5% | +12.8% | +0.3% |
| 3Y | +13.2% | -65.7% | +78.9% | +13.1% |
| 5Y | -2.0% | -99.5% | +97.5% | -1.8% |
| All | +15.0% | -98.9% | +113.9% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling