+18.8%
AGG vs P
+535.2%
-516.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | -1.5% | +11.6% | -13.1% | -1.6% |
| 30D | +0.6% | -23.7% | +24.3% | +0.8% |
| 3M | -1.6% | -8.0% | +6.3% | -1.6% |
| 6M | -1.6% | +27.9% | -29.5% | -1.9% |
| YTD | -1.5% | +61.2% | -62.7% | -2.0% |
| 1Y | -1.1% | +28.6% | -29.7% | -1.5% |
| 3Y | +13.6% | +200.5% | -186.8% | +12.1% |
| 5Y | -1.7% | +282.9% | -284.6% | -3.3% |
| 10Y | +16.1% | +665.9% | -649.7% | +13.4% |
| All | +18.8% | +535.2% | -516.4% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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