+1,793.3%
JPM vs AGG
+96.1%
+1,697.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.9% |
| 7D | -2.3% | -0.9% | -1.4% | -3.1% |
| 30D | -2.3% | -1.0% | -1.4% | -3.2% |
| 3M | +14.9% | -1.3% | +16.2% | +13.6% |
| 6M | +23.6% | -2.1% | +25.7% | +21.3% |
| YTD | +11.3% | -1.2% | +12.5% | +10.0% |
| 1Y | +19.9% | -0.5% | +20.4% | +19.3% |
| 3Y | +162.6% | +12.4% | +150.2% | +192.2% |
| 5Y | +154.6% | -2.4% | +157.0% | +138.0% |
| 10Y | +589.9% | +14.3% | +575.6% | +710.5% |
| All | +1,793.3% | +96.1% | +1,697.1% | +3,530.6% |
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