+14.5%
BND vs AG
+219.6%
-205.1%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -0.6% | -4.0% | +3.5% | -0.5% |
| 30D | +1.6% | -13.1% | +14.6% | +1.7% |
| 3M | -0.5% | -22.0% | +21.6% | -0.2% |
| 6M | -1.1% | -37.3% | +36.2% | -0.6% |
| YTD | -0.7% | -11.2% | +10.5% | -0.8% |
| 1Y | -0.7% | +23.9% | -24.6% | -1.1% |
| All | +14.5% | +219.6% | -205.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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