+4,226.1%
COST vs AGG
+96.1%
+4,130.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -4.4% | -1.0% | -3.5% | -4.5% |
| 3M | -8.1% | -1.3% | -6.8% | -8.1% |
| 6M | -9.2% | -2.1% | -7.2% | -9.3% |
| YTD | +5.1% | -1.2% | +6.3% | +5.1% |
| 1Y | -5.1% | -0.5% | -4.6% | -5.1% |
| 3Y | +70.4% | +12.4% | +57.9% | +71.3% |
| 5Y | +104.7% | -2.4% | +107.1% | +98.8% |
| 10Y | +608.8% | +14.3% | +594.5% | +627.0% |
| All | +4,226.1% | +96.1% | +4,130.0% | +5,063.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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