+4,164.0%
AMD vs AGG
+98.1%
+4,066.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | -0.2% | +2.7% | +2.6% |
| 30D | -0.9% | -0.4% | -0.5% | -0.9% |
| 3M | -8.7% | -0.7% | -8.1% | -8.7% |
| 6M | +136.3% | -1.5% | +137.9% | +136.0% |
| YTD | +123.0% | -0.3% | +123.2% | +122.9% |
| 1Y | +195.2% | +1.3% | +193.9% | +195.5% |
| 3Y | +336.3% | +13.2% | +323.1% | +340.1% |
| 5Y | +334.5% | -1.4% | +335.9% | +309.2% |
| 10Y | +6,259.1% | +14.9% | +6,244.3% | +6,630.6% |
| All | +4,164.0% | +98.1% | +4,066.0% | +5,854.0% |
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