+70.7%
NFLX vs AGG
+12.6%
+58.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -8.1% | -0.9% | -7.1% | -7.9% |
| 30D | +1.6% | -1.0% | +2.6% | +1.9% |
| 3M | -7.3% | -1.3% | -6.0% | -7.0% |
| 6M | -21.6% | -2.1% | -19.5% | -21.2% |
| YTD | -18.9% | -1.2% | -17.7% | -18.6% |
| 1Y | -39.1% | -0.5% | -38.6% | -38.9% |
| All | +70.7% | +12.6% | +58.1% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling