+221.0%
AG vs NVT
+732.7%
-511.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -2.3% |
| 7D | +4.5% | +10.4% | -5.9% | +1.3% |
| 30D | +12.9% | -1.3% | +14.1% | +13.0% |
| 3M | +20.9% | -0.6% | +21.6% | +20.3% |
| 6M | -19.5% | +53.8% | -73.3% | -29.7% |
| YTD | +24.8% | +60.2% | -35.4% | +8.2% |
| 1Y | +120.2% | +76.8% | +43.5% | +86.0% |
| 3Y | +279.0% | +191.2% | +87.8% | +172.3% |
| 5Y | +67.9% | +430.9% | -363.0% | +2.2% |
| All | +221.0% | +732.7% | -511.8% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling