+1,707.5%
AMAT vs AGG
+14.8%
+1,692.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +6.9% | -0.2% | +7.1% | +7.1% |
| 30D | -10.1% | -0.2% | -9.9% | -10.0% |
| 3M | -6.0% | -0.7% | -5.3% | -5.4% |
| 6M | +38.6% | -1.8% | +40.4% | +40.7% |
| YTD | +83.1% | -0.6% | +83.7% | +84.4% |
| 1Y | +188.3% | +0.4% | +188.0% | +188.5% |
| 3Y | +225.3% | +13.2% | +212.2% | +195.8% |
| 5Y | +262.0% | -2.0% | +263.9% | +258.1% |
| 10Y | +1,707.5% | +15.1% | +1,692.4% | +1,812.8% |
| All | +1,707.5% | +14.8% | +1,692.6% | +1,812.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AGG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling