+1,978.3%
NOW vs AGG
+27.1%
+1,951.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.3% | -1.5% | +1.8% | +1.3% |
| 30D | -27.0% | +0.6% | -27.6% | -27.3% |
| 3M | -19.6% | -1.6% | -18.0% | -18.8% |
| 6M | +17.5% | -1.6% | +19.1% | +18.6% |
| YTD | -33.3% | -1.5% | -31.7% | -32.6% |
| 1Y | -39.8% | -1.1% | -38.7% | -39.4% |
| 3Y | -19.9% | +13.6% | -33.5% | -26.4% |
| 5Y | -26.1% | -1.7% | -24.4% | -31.2% |
| 10Y | +518.7% | +16.1% | +502.6% | +598.1% |
| All | +1,978.3% | +27.1% | +1,951.2% | +2,405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling