+33.8%
AG vs NWSA
+102.5%
-68.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.1% | -3.2% |
| 7D | -10.0% | +2.2% | -12.2% | -10.6% |
| 30D | -10.5% | -8.8% | -1.7% | -8.2% |
| 3M | -27.3% | -6.5% | -20.8% | -26.1% |
| 6M | -43.0% | +1.5% | -44.5% | -43.8% |
| YTD | -17.9% | +4.0% | -21.9% | -20.2% |
| 1Y | +11.9% | +3.4% | +8.5% | +8.9% |
| 3Y | +201.8% | +34.8% | +167.0% | +169.2% |
| 5Y | -0.1% | +18.4% | -18.4% | -9.7% |
| 10Y | +72.7% | +149.2% | -76.5% | +23.5% |
| All | +33.8% | +102.5% | -68.7% | +2.3% |
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