+1,690.4%
ON vs AGG
+97.9%
+1,592.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -12.4% | -0.4% | -12.1% | -12.4% |
| 3M | -41.2% | -0.3% | -40.9% | -41.2% |
| 6M | +25.0% | -1.2% | +26.2% | +25.2% |
| YTD | +31.3% | -0.4% | +31.6% | +31.4% |
| 1Y | +45.4% | +0.4% | +45.0% | +45.5% |
| 3Y | -27.4% | +13.4% | -40.8% | -28.2% |
| 5Y | +58.5% | -1.4% | +59.9% | +51.4% |
| 10Y | +561.8% | +14.8% | +547.0% | +591.3% |
| All | +1,690.4% | +97.9% | +1,592.6% | +2,368.4% |
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