+3,229.6%
AMAT vs AGG
+98.1%
+3,131.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.3% | +4.3% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -14.8% | -0.4% | -14.4% | -14.8% |
| 3M | -9.3% | -0.7% | -8.6% | -9.3% |
| 6M | +27.4% | -1.5% | +28.9% | +27.1% |
| YTD | +77.6% | -0.3% | +77.8% | +77.5% |
| 1Y | +188.9% | +1.3% | +187.6% | +189.5% |
| 3Y | +202.3% | +13.2% | +189.1% | +208.1% |
| 5Y | +248.9% | -1.4% | +250.3% | +231.9% |
| 10Y | +1,585.2% | +14.9% | +1,570.4% | +1,689.5% |
| All | +3,229.6% | +98.1% | +3,131.5% | +5,037.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling