+103.4%
AG vs NWSA
+123.2%
-19.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.5% |
| 7D | +4.5% | -2.6% | +7.1% | +5.3% |
| 30D | +12.9% | +4.6% | +8.3% | +11.3% |
| 3M | +20.9% | +10.2% | +10.7% | +16.8% |
| 6M | -19.5% | +21.6% | -41.2% | -24.8% |
| YTD | +24.8% | +14.6% | +10.2% | +18.3% |
| 1Y | +120.2% | +0.4% | +119.9% | +117.6% |
| 3Y | +279.0% | +45.0% | +234.0% | +231.5% |
| 5Y | +67.9% | +41.3% | +26.6% | +44.9% |
| 10Y | +57.5% | +142.8% | -85.3% | +13.8% |
| All | +103.4% | +123.2% | -19.7% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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