-2.6%
AGG vs DD
+56.1%
-58.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -1.1% | -3.5% | +2.4% | -1.0% |
| 30D | -1.1% | -11.7% | +10.5% | -0.8% |
| 3M | -1.9% | -9.2% | +7.3% | -1.7% |
| 6M | -1.7% | -7.2% | +5.5% | -1.6% |
| YTD | -1.3% | +6.6% | -7.9% | -1.5% |
| 1Y | -0.7% | +32.0% | -32.7% | -1.5% |
| 3Y | +12.5% | +42.1% | -29.7% | +11.0% |
| All | -2.6% | +56.1% | -58.7% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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