-0.5%
AGG vs NDAQ
+28.8%
-29.3%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.4% |
| 7D | +0.5% | +3.9% | -3.4% | +0.4% |
| 30D | +2.4% | +19.0% | -16.6% | +2.0% |
| 3M | -1.0% | +17.6% | -18.5% | -1.3% |
| 6M | -0.9% | +21.0% | -21.9% | -1.2% |
| YTD | -0.9% | +14.1% | -15.0% | -1.1% |
| 1Y | -0.5% | +29.4% | -29.9% | -1.5% |
| All | -0.5% | +28.8% | -29.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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