+96.2%
AGG vs BLK
+3,626.1%
-3,529.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -3.3% | +2.3% | -1.1% |
| 30D | -1.1% | -6.5% | +5.4% | -1.2% |
| 3M | -1.9% | +6.7% | -8.7% | -1.9% |
| 6M | -1.7% | +14.7% | -16.4% | -1.6% |
| YTD | -1.3% | +2.5% | -3.8% | -1.3% |
| 1Y | -0.7% | -2.8% | +2.0% | -0.8% |
| 3Y | +12.5% | +65.9% | -53.4% | +12.9% |
| 5Y | -2.5% | +33.0% | -35.5% | -2.4% |
| 10Y | +14.2% | +281.2% | -267.0% | +16.7% |
| All | +96.2% | +3,626.1% | -3,529.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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