+55.5%
AGG vs BUD
+201.1%
-145.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | -0.4% | -5.7% | +5.3% | -0.3% |
| 3M | -0.7% | +3.1% | -3.8% | -0.7% |
| 6M | -1.5% | +7.9% | -9.4% | -1.6% |
| YTD | -0.3% | +27.3% | -27.6% | -0.4% |
| 1Y | +1.3% | +37.8% | -36.5% | +1.1% |
| 3Y | +13.2% | +49.8% | -36.6% | +13.0% |
| 5Y | -1.4% | +43.8% | -45.3% | -1.7% |
| 10Y | +14.9% | -22.6% | +37.5% | +12.9% |
| All | +55.5% | +201.1% | -145.5% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling