+247.2%
AMAT vs AGG
-1.2%
+248.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | -1.5% | -0.2% | -1.4% | -1.4% |
| 30D | -14.8% | -0.4% | -14.4% | -14.5% |
| 3M | -9.3% | -0.7% | -8.6% | -8.7% |
| 6M | +27.4% | -1.5% | +28.9% | +29.1% |
| YTD | +77.6% | -0.3% | +77.8% | +78.4% |
| 1Y | +188.9% | +1.3% | +187.6% | +187.4% |
| 3Y | +202.3% | +13.2% | +189.1% | +172.6% |
| All | +247.2% | -1.2% | +248.5% | +211.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling