+21.0%
AGG vs Z
+17.0%
+4.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | 0.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.2% |
| 30D | -0.4% | -3.7% | +3.3% | -0.3% |
| 3M | -0.3% | -7.0% | +6.7% | -0.2% |
| 6M | -1.2% | -29.5% | +28.3% | -0.6% |
| YTD | -0.4% | -52.6% | +52.2% | +1.0% |
| 1Y | +0.4% | -64.0% | +64.4% | +2.4% |
| 3Y | +13.4% | -36.4% | +49.9% | +13.8% |
| 5Y | -1.4% | -65.8% | +64.3% | -1.1% |
| 10Y | +14.8% | -5.8% | +20.7% | +13.9% |
| All | +21.0% | +17.0% | +4.0% | +20.0% |
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