+174.9%
AG vs NTR
+97.9%
+77.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.8% |
| 7D | -6.7% | -1.3% | -5.4% | -6.2% |
| 30D | +2.2% | +16.8% | -14.6% | -3.7% |
| 3M | +15.7% | +20.7% | -5.1% | +7.1% |
| 6M | -23.8% | +0.5% | -24.3% | -24.8% |
| YTD | +17.6% | +29.2% | -11.6% | +5.5% |
| 1Y | +88.6% | +39.6% | +49.0% | +63.9% |
| 3Y | +253.4% | +37.9% | +215.6% | +206.2% |
| 5Y | +62.4% | +47.1% | +15.4% | +40.0% |
| All | +174.9% | +97.9% | +77.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling