+4,521.4%
DELL vs AGG
+13.8%
+4,507.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.7% | -5.0% |
| 7D | -1.9% | -0.9% | -1.0% | -1.4% |
| 30D | +14.9% | -1.0% | +15.8% | +15.5% |
| 3M | +37.2% | -1.3% | +38.5% | +38.2% |
| 6M | +254.0% | -2.1% | +256.1% | +258.0% |
| YTD | +306.1% | -1.2% | +307.4% | +309.4% |
| 1Y | +312.3% | -0.5% | +312.8% | +314.4% |
| 3Y | +654.0% | +12.4% | +641.6% | +611.8% |
| 5Y | +1,055.3% | -2.4% | +1,057.7% | +1,099.3% |
| 10Y | +3,948.9% | +14.3% | +3,934.6% | +4,042.9% |
| All | +4,521.4% | +13.8% | +4,507.6% | +4,701.4% |
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