-38.7%
NOW vs AGG
-0.5%
-38.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.7% |
| 7D | -27.5% | +0.5% | -28.0% | -28.0% |
| 30D | -20.0% | +2.4% | -22.4% | -22.4% |
| 3M | -7.9% | -1.0% | -6.9% | -7.2% |
| 6M | +18.3% | -0.9% | +19.2% | +18.8% |
| YTD | -29.0% | -0.9% | -28.1% | -28.2% |
| 1Y | -38.7% | -0.5% | -38.2% | -37.6% |
| All | -38.7% | -0.5% | -38.2% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling