+4,500.1%
AMD vs AGG
+96.5%
+4,403.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +6.5% | -0.1% | +6.5% | +6.5% |
| 30D | -15.3% | +1.4% | -16.6% | -15.3% |
| 3M | +9.7% | -0.7% | +10.4% | +9.7% |
| 6M | +13.2% | -1.7% | +14.8% | +13.1% |
| YTD | +140.6% | -1.1% | +141.6% | +140.5% |
| 1Y | +111.2% | -0.7% | +111.8% | +111.2% |
| 3Y | +334.4% | +14.2% | +320.3% | +339.6% |
| 5Y | +268.3% | -1.4% | +269.8% | +248.3% |
| 10Y | +8,077.9% | +16.5% | +8,061.5% | +8,726.0% |
| All | +4,500.1% | +96.5% | +4,403.6% | +6,323.1% |
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 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