+87.0%
AG vs NXT
+213.5%
-126.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.8% |
| 7D | -10.0% | -9.4% | -0.5% | -7.9% |
| 30D | -10.5% | +15.1% | -25.6% | -13.3% |
| 3M | -27.3% | -9.1% | -18.2% | -26.1% |
| 6M | -43.0% | -30.3% | -12.7% | -39.2% |
| YTD | -17.9% | +9.1% | -27.0% | -19.1% |
| 1Y | +11.9% | +7.9% | +4.0% | +10.5% |
| 3Y | +201.8% | +176.5% | +25.3% | +162.0% |
| All | +87.0% | +213.5% | -126.6% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling