+19.4%
AGG vs P
+499.9%
-480.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.1% | -13.3% | +13.3% | 0.0% |
| 30D | +1.4% | -34.0% | +35.4% | +1.6% |
| 3M | -0.7% | +4.1% | -4.8% | -0.8% |
| 6M | -1.7% | +30.5% | -32.1% | -2.0% |
| YTD | -1.1% | +52.2% | -53.2% | -1.5% |
| 1Y | -0.7% | +10.3% | -11.0% | -1.0% |
| 3Y | +14.2% | +180.9% | -166.7% | +12.7% |
| 5Y | -1.4% | +259.7% | -261.1% | -3.0% |
| 10Y | +16.5% | +652.6% | -636.1% | +13.8% |
| All | +19.4% | +499.9% | -480.5% | +17.0% |
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