+97.6%
AGG vs BB
+24.0%
+73.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -0.2% | +1.8% | -2.0% | -0.2% |
| 30D | -0.2% | -12.2% | +12.0% | -0.2% |
| 3M | -0.7% | -12.3% | +11.6% | -0.7% |
| 6M | -1.8% | +122.7% | -124.5% | -1.7% |
| YTD | -0.6% | +104.5% | -105.1% | -0.5% |
| 1Y | +0.4% | +106.7% | -106.3% | +0.4% |
| 3Y | +13.2% | +70.0% | -56.8% | +13.2% |
| 5Y | -2.0% | -27.8% | +25.8% | -2.2% |
| 10Y | +15.1% | +2.4% | +12.7% | +15.5% |
| All | +97.6% | +24.0% | +73.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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