+74.4%
BND vs AG
+222.7%
-148.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.6% | -0.6% |
| 7D | -1.4% | -6.0% | +4.6% | -1.3% |
| 30D | +0.8% | -14.3% | +15.1% | +0.9% |
| 3M | -1.2% | -26.9% | +25.7% | -1.0% |
| 6M | -1.4% | -42.1% | +40.7% | -1.0% |
| YTD | -1.3% | -15.9% | +14.5% | -1.4% |
| 1Y | -1.2% | +11.5% | -12.8% | -1.6% |
| 3Y | +13.7% | +208.0% | -194.3% | +11.9% |
| 5Y | -1.7% | +2.4% | -4.1% | -2.7% |
| 10Y | +17.2% | +77.0% | -59.9% | +15.1% |
| All | +74.4% | +222.7% | -148.2% | +70.1% |
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