+1,370.8%
AMAT vs AGG
+16.3%
+1,354.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -26.5% | +1.4% | -27.9% | -27.4% |
| 3M | -28.6% | -0.7% | -27.9% | -28.3% |
| 6M | -14.2% | -1.7% | -12.6% | -13.2% |
| YTD | +45.5% | -1.1% | +46.5% | +46.8% |
| 1Y | +59.3% | -0.7% | +60.0% | +60.5% |
| 3Y | +153.1% | +14.2% | +138.9% | +128.3% |
| 5Y | +158.2% | -1.4% | +159.6% | +153.9% |
| 10Y | +1,370.8% | +16.5% | +1,354.3% | +1,560.4% |
| All | +1,370.8% | +16.3% | +1,354.5% | +1,560.4% |
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