+98.1%
AGG vs NDAQ
+4,338.1%
-4,240.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | -0.4% | +0.5% | -0.8% | -0.4% |
| 3M | -0.3% | +9.9% | -10.2% | -0.3% |
| 6M | -1.2% | +8.2% | -9.4% | -1.2% |
| YTD | -0.4% | -1.5% | +1.1% | -0.4% |
| 1Y | +0.4% | +1.3% | -0.9% | +0.4% |
| 3Y | +13.4% | +92.6% | -79.2% | +13.7% |
| 5Y | -1.4% | +53.8% | -55.3% | -1.3% |
| 10Y | +14.8% | +376.0% | -361.1% | +16.1% |
| All | +98.1% | +4,338.1% | -4,240.0% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling