+36,247.5%
FIX vs AGG
+95.8%
+36,151.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -3.0% |
| 7D | +17.0% | -1.4% | +18.5% | +16.5% |
| 30D | -30.6% | +0.9% | -31.5% | -30.4% |
| 3M | -35.0% | -1.2% | -33.8% | -35.2% |
| 6M | -44.0% | -1.4% | -42.5% | -44.1% |
| YTD | +21.1% | -1.4% | +22.5% | +20.7% |
| 1Y | +16.3% | -1.3% | +17.5% | +15.8% |
| 3Y | +507.4% | +13.8% | +493.6% | +537.2% |
| 5Y | +1,052.1% | -1.6% | +1,053.6% | +990.3% |
| 10Y | +3,650.8% | +16.3% | +3,634.5% | +3,997.1% |
| All | +36,247.5% | +95.8% | +36,151.7% | +52,469.6% |
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