+98.3%
AGG vs M
+115.3%
-17.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.1% |
| 7D | -0.2% | +4.7% | -4.9% | -0.1% |
| 30D | -0.4% | -9.6% | +9.3% | -0.4% |
| 3M | -0.7% | +0.9% | -1.5% | -0.7% |
| 6M | -1.5% | +22.3% | -23.8% | -1.5% |
| YTD | -0.3% | +6.5% | -6.8% | -0.2% |
| 1Y | +1.3% | +38.8% | -37.5% | +1.4% |
| 3Y | +13.2% | +115.9% | -102.7% | +13.7% |
| 5Y | -1.4% | +28.6% | -30.1% | -1.1% |
| 10Y | +14.9% | -2.5% | +17.4% | +15.2% |
| All | +98.3% | +115.3% | -17.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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