+424.3%
AG vs NTRS
+436.6%
-12.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.4% | -6.2% | -5.2% |
| 7D | -5.8% | +0.3% | -6.1% | -5.9% |
| 30D | +6.4% | +0.2% | +6.2% | +6.2% |
| 3M | +28.4% | +13.2% | +15.2% | +24.1% |
| 6M | -24.5% | +36.9% | -61.4% | -30.7% |
| YTD | +21.2% | +39.1% | -17.9% | +10.9% |
| 1Y | +114.1% | +50.4% | +63.7% | +92.2% |
| 3Y | +268.0% | +166.8% | +101.3% | +182.0% |
| 5Y | +67.3% | +92.9% | -25.5% | +36.1% |
| 10Y | +66.1% | +255.7% | -189.6% | +5.8% |
| All | +424.3% | +436.6% | -12.3% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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