+513.2%
BMY vs AGG
+97.4%
+415.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -0.7% | -0.2% | -0.4% | -0.7% |
| 3M | +15.3% | -0.7% | +16.0% | +15.3% |
| 6M | +8.5% | -1.8% | +10.3% | +8.5% |
| YTD | +23.4% | -0.6% | +24.0% | +23.4% |
| 1Y | +42.9% | +0.4% | +42.6% | +43.0% |
| 3Y | +22.0% | +13.2% | +8.8% | +23.3% |
| 5Y | +24.3% | -2.0% | +26.3% | +22.4% |
| 10Y | +64.6% | +15.1% | +49.5% | +69.4% |
| All | +513.2% | +97.4% | +415.8% | +576.0% |
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