+391.7%
APP vs AGG
+1.1%
+390.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.1% |
| 7D | +0.9% | -0.2% | +1.0% | +1.1% |
| 30D | -23.3% | -0.4% | -22.9% | -22.7% |
| 3M | -42.6% | -0.7% | -42.0% | -41.9% |
| 6M | -33.6% | -1.5% | -32.1% | -31.7% |
| YTD | -52.4% | -0.3% | -52.2% | -52.1% |
| 1Y | -35.9% | +1.3% | -37.2% | -37.1% |
| 3Y | +642.2% | +13.2% | +629.0% | +489.6% |
| 5Y | +311.1% | -1.4% | +312.5% | +311.8% |
| All | +391.7% | +1.1% | +390.6% | +339.5% |
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