+96.2%
AGG vs BBY
+426.3%
-330.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.1% |
| 7D | -1.1% | +0.6% | -1.6% | -1.1% |
| 30D | -1.1% | +9.4% | -10.5% | -1.2% |
| 3M | -1.9% | +19.3% | -21.3% | -1.9% |
| 6M | -1.7% | +47.9% | -49.6% | -1.8% |
| YTD | -1.3% | +39.6% | -40.9% | -1.3% |
| 1Y | -0.7% | +22.2% | -22.9% | -0.8% |
| 3Y | +12.5% | +45.0% | -32.5% | +12.5% |
| 5Y | -2.5% | +2.6% | -5.1% | -2.6% |
| 10Y | +14.2% | +250.5% | -236.3% | +15.6% |
| All | +96.2% | +426.3% | -330.1% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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