+75.8%
BND vs AGI
+533.7%
-457.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -0.1% | +2.2% | -2.4% | -0.2% |
| 30D | -0.2% | +11.3% | -11.5% | -0.4% |
| 3M | -0.7% | +5.6% | -6.3% | -0.8% |
| 6M | -1.7% | -27.7% | +26.0% | -1.3% |
| YTD | -0.5% | -4.1% | +3.5% | -0.6% |
| 1Y | +0.4% | +13.8% | -13.4% | 0.0% |
| 3Y | +13.1% | +217.0% | -203.9% | +11.0% |
| 5Y | -2.1% | +404.3% | -406.4% | -4.6% |
| 10Y | +15.7% | +400.5% | -384.8% | +12.0% |
| All | +75.8% | +533.7% | -457.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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