+76.4%
BND vs AG
+383.6%
-307.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | -0.1% | +1.0% | -1.2% | -0.2% |
| 30D | -0.4% | +19.2% | -19.5% | -0.5% |
| 3M | -0.6% | +6.2% | -6.8% | -0.7% |
| 6M | -1.4% | -26.7% | +25.2% | -1.3% |
| YTD | -0.2% | +26.1% | -26.3% | -0.6% |
| 1Y | +1.3% | +131.7% | -130.4% | +0.2% |
| 3Y | +13.2% | +255.3% | -242.2% | +11.2% |
| 5Y | -1.6% | +61.9% | -63.5% | -3.0% |
| 10Y | +15.5% | +72.0% | -56.6% | +13.1% |
| All | +76.4% | +383.6% | -307.3% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling