+232.0%
AG vs NVD
-99.1%
+331.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -6.7% | +10.8% | -17.6% | -5.1% |
| 30D | +2.2% | +0.8% | +1.4% | +3.1% |
| 3M | +15.7% | -20.8% | +36.5% | +13.6% |
| 6M | -23.8% | -41.2% | +17.4% | -26.6% |
| YTD | +17.6% | -44.2% | +61.8% | +13.3% |
| 1Y | +88.6% | -54.2% | +142.8% | +79.9% |
| 3Y | +253.4% | -99.1% | +352.6% | +202.4% |
| All | +232.0% | -99.1% | +331.1% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 5y: compounded portfolio wealth divided by compounded NVD 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…
5y analysis · Full analysis span regression · 6 months rolling