+98.1%
AGG vs BWA
+1,005.5%
-907.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | +4.3% | -4.1% | +0.2% |
| 30D | -0.4% | -2.9% | +2.5% | -0.4% |
| 3M | -0.3% | -12.4% | +12.2% | -0.3% |
| 6M | -1.2% | +28.6% | -29.8% | -1.1% |
| YTD | -0.4% | +48.2% | -48.6% | -0.1% |
| 1Y | +0.4% | +50.9% | -50.5% | +0.7% |
| 3Y | +13.4% | +72.2% | -58.7% | +13.9% |
| 5Y | -1.4% | +91.1% | -92.5% | -0.9% |
| 10Y | +14.8% | +144.0% | -129.2% | +16.0% |
| All | +98.1% | +1,005.5% | -907.4% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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