-2.0%
AGG vs BUD
+44.7%
-46.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -0.2% | -1.3% | +1.2% | -0.1% |
| 30D | -0.2% | -6.1% | +5.9% | 0.0% |
| 3M | -0.7% | -3.8% | +3.1% | -0.6% |
| 6M | -1.8% | +8.2% | -9.9% | -2.2% |
| YTD | -0.6% | +23.6% | -24.2% | -1.6% |
| 1Y | +0.4% | +33.4% | -33.1% | -1.0% |
| 3Y | +13.2% | +45.3% | -32.2% | +11.0% |
| 5Y | -2.0% | +44.3% | -46.2% | -4.7% |
| All | -2.0% | +44.7% | -46.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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