+376.3%
AMD vs AGG
-1.4%
+377.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.1% | +6.0% | +6.0% |
| 7D | +10.0% | +0.1% | +9.9% | +9.9% |
| 30D | +4.6% | -0.4% | +5.0% | +5.0% |
| 3M | +3.1% | -0.3% | +3.4% | +3.5% |
| 6M | +162.8% | -1.2% | +164.0% | +166.7% |
| YTD | +136.2% | -0.4% | +136.5% | +137.9% |
| 1Y | +234.0% | +0.4% | +233.6% | +234.0% |
| 3Y | +376.7% | +13.4% | +363.3% | +316.1% |
| 5Y | +376.3% | -1.4% | +377.8% | +311.1% |
| All | +376.3% | -1.4% | +377.8% | +311.1% |
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