-19.5%
NOW vs AGG
+14.9%
-34.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -5.6% | -0.6% | -5.0% | -5.3% |
| 30D | -26.8% | +1.6% | -28.4% | -27.5% |
| 3M | -19.4% | -0.5% | -19.0% | -19.3% |
| 6M | +12.3% | -1.1% | +13.4% | +12.8% |
| YTD | -32.9% | -0.7% | -32.2% | -32.7% |
| 1Y | -40.3% | -0.7% | -39.6% | -40.1% |
| All | -19.5% | +14.9% | -34.4% | -24.0% |
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