+98.3%
AGG vs APD
+1,130.8%
-1,032.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -0.2% | -2.2% | +2.1% | -0.2% |
| 30D | -0.4% | +2.1% | -2.5% | -0.4% |
| 3M | -0.7% | +7.2% | -7.8% | -0.6% |
| 6M | -1.5% | +11.2% | -12.8% | -1.5% |
| YTD | -0.3% | +24.4% | -24.6% | -0.1% |
| 1Y | +1.3% | +6.7% | -5.3% | +1.4% |
| 3Y | +13.2% | +9.2% | +4.0% | +13.3% |
| 5Y | -1.4% | +27.4% | -28.8% | -1.2% |
| 10Y | +14.9% | +164.8% | -150.0% | +16.9% |
| All | +98.3% | +1,130.8% | -1,032.5% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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