+96.2%
AGG vs BNY
+804.0%
-707.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | -1.3% | +0.3% | -1.1% |
| 30D | -1.1% | -0.2% | -1.0% | -1.1% |
| 3M | -1.9% | +14.9% | -16.9% | -1.7% |
| 6M | -1.7% | +40.0% | -41.7% | -1.2% |
| YTD | -1.3% | +42.0% | -43.3% | -0.8% |
| 1Y | -0.7% | +56.9% | -57.6% | -0.1% |
| 3Y | +12.5% | +289.9% | -277.4% | +14.8% |
| 5Y | -2.5% | +259.2% | -261.7% | -0.5% |
| 10Y | +14.2% | +413.3% | -399.0% | +17.7% |
| All | +96.2% | +804.0% | -707.8% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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