+98.1%
AGG vs BP
+237.5%
-139.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | -0.4% | +9.1% | -9.5% | -0.3% |
| 3M | -0.3% | +3.9% | -4.2% | -0.2% |
| 6M | -1.2% | +13.6% | -14.9% | -1.1% |
| YTD | -0.4% | +34.0% | -34.4% | -0.2% |
| 1Y | +0.4% | +39.2% | -38.8% | +0.6% |
| 3Y | +13.4% | +36.4% | -23.0% | +13.6% |
| 5Y | -1.4% | +135.8% | -137.2% | -1.1% |
| 10Y | +14.8% | +125.0% | -110.2% | +15.0% |
| All | +98.1% | +237.5% | -139.4% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling