-2.6%
AGG vs BP
+138.6%
-141.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | +5.2% | -6.3% | -0.9% |
| 30D | -1.1% | +8.7% | -9.9% | -1.0% |
| 3M | -1.9% | +9.3% | -11.3% | -1.7% |
| 6M | -1.7% | +13.6% | -15.3% | -1.4% |
| YTD | -1.3% | +37.7% | -39.0% | -0.7% |
| 1Y | -0.7% | +40.6% | -41.4% | -0.1% |
| 3Y | +12.5% | +40.3% | -27.9% | +13.1% |
| All | -2.6% | +138.6% | -141.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling