+96.0%
AGG vs D
+463.4%
-367.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -1.4% | -3.1% | +1.6% | -1.4% |
| 30D | +0.9% | +8.4% | -7.5% | +0.7% |
| 3M | -1.2% | +0.2% | -1.5% | -1.2% |
| 6M | -1.4% | +9.5% | -10.9% | -1.6% |
| YTD | -1.4% | +18.8% | -20.2% | -1.7% |
| 1Y | -1.3% | +14.7% | -16.0% | -1.5% |
| 3Y | +13.8% | +72.9% | -59.2% | +12.8% |
| 5Y | -1.6% | +13.1% | -14.7% | -2.1% |
| 10Y | +16.3% | +47.2% | -30.9% | +15.5% |
| All | +96.0% | +463.4% | -367.3% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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