+8,732.2%
AMD vs AGG
+14.8%
+8,717.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.3% | +3.2% |
| 7D | +14.0% | -0.2% | +14.2% | +14.2% |
| 30D | +11.0% | -0.2% | +11.2% | +11.2% |
| 3M | +9.6% | -0.7% | +10.3% | +10.3% |
| 6M | +157.1% | -1.8% | +158.9% | +161.7% |
| YTD | +143.3% | -0.6% | +143.9% | +145.4% |
| 1Y | +234.4% | +0.4% | +234.1% | +234.5% |
| 3Y | +391.2% | +13.2% | +378.0% | +339.1% |
| 5Y | +390.9% | -2.0% | +392.9% | +374.8% |
| 10Y | +8,732.2% | +15.1% | +8,717.1% | +10,605.5% |
| All | +8,732.2% | +14.8% | +8,717.4% | +10,605.5% |
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 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