+7.0%
BND vs AS
+137.8%
-130.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.7% |
| 7D | -0.1% | +4.5% | -4.6% | -0.2% |
| 30D | +1.3% | +13.2% | -11.9% | +1.1% |
| 3M | -0.7% | -11.9% | +11.2% | -0.6% |
| 6M | -1.6% | -11.6% | +10.0% | -1.5% |
| YTD | -1.0% | -14.7% | +13.7% | -0.9% |
| 1Y | -0.7% | +5.7% | -6.4% | -0.8% |
| All | +7.0% | +137.8% | -130.8% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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