+1,321.9%
AMAT vs AGG
+16.8%
+1,305.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +11.4% | -1.5% | +12.9% | +12.6% |
| 30D | -17.0% | +0.6% | -17.7% | -17.6% |
| 3M | -30.6% | -1.6% | -29.0% | -29.9% |
| 6M | -14.9% | -1.6% | -13.3% | -13.9% |
| YTD | +44.7% | -1.5% | +46.2% | +46.5% |
| 1Y | +66.9% | -1.1% | +68.0% | +68.6% |
| 3Y | +153.3% | +13.6% | +139.7% | +129.1% |
| 5Y | +146.2% | -1.7% | +147.9% | +142.7% |
| All | +1,321.9% | +16.8% | +1,305.1% | +1,471.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling