+98.1%
AGG vs O
+960.8%
-862.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | -0.4% | -2.0% | +1.6% | -0.4% |
| 3M | -0.3% | +3.0% | -3.3% | -0.3% |
| 6M | -1.2% | -3.6% | +2.4% | -1.2% |
| YTD | -0.4% | +12.1% | -12.4% | -0.4% |
| 1Y | +0.4% | +8.9% | -8.5% | +0.4% |
| 3Y | +13.4% | +30.3% | -16.9% | +13.3% |
| 5Y | -1.4% | +13.7% | -15.1% | -1.6% |
| 10Y | +14.8% | +50.3% | -35.4% | +15.0% |
| All | +98.1% | +960.8% | -862.7% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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