+2,460.0%
QQQ vs AGG
+96.0%
+2,364.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -0.6% | -1.1% | +0.5% | -0.6% |
| 30D | -1.2% | -1.1% | -0.1% | -1.2% |
| 3M | -0.2% | -1.9% | +1.7% | -0.2% |
| 6M | +17.9% | -1.7% | +19.6% | +17.9% |
| YTD | +16.6% | -1.3% | +17.9% | +16.6% |
| 1Y | +23.0% | -0.7% | +23.7% | +23.0% |
| 3Y | +92.9% | +12.5% | +80.5% | +94.3% |
| 5Y | +95.6% | -2.5% | +98.1% | +87.8% |
| 10Y | +570.4% | +14.2% | +556.1% | +596.3% |
| All | +2,460.0% | +96.0% | +2,364.0% | +3,104.4% |
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