+19.6%
AGG vs Z
+7.8%
+11.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.2% |
| 7D | -1.5% | +0.8% | -2.4% | -1.5% |
| 30D | +0.6% | +5.2% | -4.5% | +0.5% |
| 3M | -1.6% | -17.0% | +15.4% | -1.3% |
| 6M | -1.6% | -22.7% | +21.0% | -1.2% |
| YTD | -1.5% | -56.3% | +54.8% | 0.0% |
| 1Y | -1.1% | -57.7% | +56.5% | +0.4% |
| 3Y | +13.6% | -16.5% | +30.2% | +13.4% |
| 5Y | -1.7% | -53.4% | +51.7% | -1.6% |
| 10Y | +16.1% | -15.9% | +32.1% | +15.3% |
| All | +19.6% | +7.8% | +11.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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