+264.1%
AG vs NVT
+178.0%
+86.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.7% | -4.0% |
| 7D | -5.8% | +2.0% | -7.8% | -6.6% |
| 30D | +6.4% | -7.2% | +13.5% | +9.1% |
| 3M | +28.4% | -0.9% | +29.3% | +27.4% |
| 6M | -24.5% | +42.6% | -67.0% | -34.8% |
| YTD | +21.2% | +52.9% | -31.7% | +2.7% |
| 1Y | +114.1% | +64.5% | +49.6% | +77.1% |
| All | +264.1% | +178.0% | +86.1% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 3y: compounded portfolio wealth divided by compounded NVT 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…
3y analysis · Full analysis span regression · 6 months rolling