+27.5%
AGG vs AMC
-97.6%
+125.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -1.4% | +8.4% | -9.9% | -1.5% |
| 30D | +0.9% | +9.2% | -8.3% | +0.9% |
| 3M | -1.2% | +32.0% | -33.2% | -1.3% |
| 6M | -1.4% | +149.3% | -150.7% | -1.6% |
| YTD | -1.4% | +114.1% | -115.5% | -1.6% |
| 1Y | -1.3% | +35.8% | -37.0% | -1.4% |
| 3Y | +13.8% | -58.3% | +72.1% | +13.7% |
| 5Y | -1.6% | -99.2% | +97.6% | -1.5% |
| 10Y | +16.3% | -98.8% | +115.1% | +13.7% |
| All | +27.5% | -97.6% | +125.0% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling