+798.7%
BA vs AGG
+98.1%
+700.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -11.6% | -0.4% | -11.3% | -11.6% |
| 3M | -2.4% | -0.7% | -1.7% | -2.2% |
| 6M | -6.6% | -1.5% | -5.1% | -6.4% |
| YTD | -2.2% | -0.3% | -2.0% | -2.1% |
| 1Y | -8.0% | +1.3% | -9.3% | -8.1% |
| 3Y | -5.0% | +13.2% | -18.2% | -6.5% |
| 5Y | -2.7% | -1.4% | -1.3% | -5.3% |
| 10Y | +75.9% | +14.9% | +61.0% | +82.4% |
| All | +798.7% | +98.1% | +700.7% | +971.3% |
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