+7,765.4%
AMD vs AGG
+16.8%
+7,748.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.6% | -8.6% |
| 7D | +18.9% | -1.5% | +20.4% | +20.4% |
| 30D | -6.4% | +0.6% | -7.1% | -7.3% |
| 3M | +10.6% | -1.6% | +12.2% | +12.0% |
| 6M | +19.9% | -1.6% | +21.5% | +21.6% |
| YTD | +149.4% | -1.5% | +150.9% | +153.2% |
| 1Y | +115.4% | -1.1% | +116.5% | +117.9% |
| 3Y | +357.3% | +13.6% | +343.7% | +306.5% |
| 5Y | +261.1% | -1.7% | +262.8% | +248.0% |
| All | +7,765.4% | +16.8% | +7,748.6% | +10,045.9% |
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