+336.8%
AVGO vs AGG
+12.5%
+324.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.1% | -1.1% | +2.2% | +1.8% |
| 30D | -13.0% | -1.1% | -11.8% | -12.4% |
| 3M | -6.0% | -1.9% | -4.0% | -4.9% |
| 6M | +6.4% | -1.7% | +8.1% | +7.5% |
| YTD | +5.0% | -1.3% | +6.3% | +5.9% |
| 1Y | +1.4% | -0.7% | +2.1% | +2.2% |
| 3Y | +336.8% | +12.5% | +324.3% | +315.5% |
| All | +336.8% | +12.5% | +324.3% | +315.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling