-55.4%
APP vs AGG
-0.5%
-54.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +9.7% |
| 7D | +4.5% | +0.5% | +4.0% | +3.3% |
| 30D | -3.6% | +2.4% | -6.0% | -8.6% |
| 3M | -35.3% | -1.0% | -34.3% | -33.8% |
| 6M | -42.8% | -0.9% | -41.9% | -41.8% |
| YTD | -59.7% | -0.9% | -58.8% | -59.1% |
| 1Y | -55.4% | -0.5% | -54.9% | -54.4% |
| All | -55.4% | -0.5% | -54.9% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling