+183.2%
AG vs NTR
+98.7%
+84.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -3.9% |
| 7D | -5.8% | -2.5% | -3.3% | -4.9% |
| 30D | +6.4% | +17.0% | -10.7% | +0.2% |
| 3M | +28.4% | +22.2% | +6.2% | +18.4% |
| 6M | -24.5% | +5.2% | -29.6% | -26.9% |
| YTD | +21.2% | +29.7% | -8.5% | +8.6% |
| 1Y | +114.1% | +39.4% | +74.7% | +86.1% |
| 3Y | +268.0% | +38.2% | +229.9% | +218.5% |
| 5Y | +67.3% | +47.6% | +19.7% | +44.1% |
| All | +183.2% | +98.7% | +84.5% | +116.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling