+45.6%
BMY vs AGG
-0.5%
+46.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +3.3% |
| 7D | +6.0% | +0.5% | +5.5% | +5.1% |
| 30D | +9.1% | +2.4% | +6.8% | +5.7% |
| 3M | -2.6% | -1.0% | -1.6% | -1.5% |
| 6M | +13.1% | -0.9% | +14.0% | +14.2% |
| YTD | +23.0% | -0.9% | +23.9% | +24.7% |
| 1Y | +45.6% | -0.5% | +46.0% | +45.2% |
| All | +45.6% | -0.5% | +46.1% | +45.2% |
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