+746.4%
TEAM vs AGG
+20.8%
+725.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +1.0% |
| 7D | -4.7% | -0.2% | -4.5% | -4.5% |
| 30D | +17.0% | -0.2% | +17.3% | +17.4% |
| 3M | +85.9% | -0.7% | +86.6% | +87.6% |
| 6M | +116.7% | -1.8% | +118.4% | +121.2% |
| YTD | +9.6% | -0.6% | +10.2% | +10.4% |
| 1Y | -2.5% | +0.4% | -2.9% | -2.9% |
| 3Y | -14.0% | +13.2% | -27.1% | -26.0% |
| 5Y | -53.1% | -2.0% | -51.1% | -56.1% |
| 10Y | +502.9% | +15.1% | +487.8% | +496.9% |
| All | +746.4% | +20.8% | +725.6% | +857.4% |
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