+0.9%
AGG vs COMP
-47.7%
+48.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -0.2% | +1.4% | -1.5% | -0.2% |
| 30D | -0.4% | -13.3% | +12.9% | -0.1% |
| 3M | -0.7% | +41.1% | -41.8% | -1.5% |
| 6M | -1.5% | +17.2% | -18.7% | -2.1% |
| YTD | -0.3% | +5.2% | -5.5% | -0.7% |
| 1Y | +1.3% | +18.9% | -17.6% | +0.5% |
| 3Y | +13.2% | +215.9% | -202.7% | +9.0% |
| 5Y | -1.4% | -31.2% | +29.8% | -6.0% |
| All | +0.9% | -47.7% | +48.5% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling