-0.7%
AGG vs COMP
+16.2%
-16.8%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.5% |
| 7D | -0.1% | +7.2% | -7.3% | -0.3% |
| 30D | +1.4% | +6.4% | -5.0% | +1.1% |
| 3M | -0.7% | -19.4% | +18.7% | -0.3% |
| 6M | -1.7% | +14.6% | -16.2% | -2.1% |
| YTD | -1.1% | -5.5% | +4.4% | -1.6% |
| 1Y | -0.7% | +13.7% | -14.3% | -1.7% |
| All | -0.7% | +16.2% | -16.8% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling