+176.0%
AG vs NXT
+168.4%
+7.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.6% | -4.6% |
| 7D | -5.8% | -2.6% | -3.2% | -5.3% |
| 30D | +6.4% | -22.4% | +28.8% | +12.1% |
| 3M | +28.4% | -27.3% | +55.7% | +36.9% |
| 6M | -24.5% | -28.5% | +4.0% | -19.3% |
| YTD | +21.2% | -6.6% | +27.8% | +23.9% |
| 1Y | +114.1% | +20.4% | +93.7% | +108.0% |
| 3Y | +268.0% | +90.9% | +177.1% | +229.6% |
| All | +176.0% | +168.4% | +7.6% | +182.4% |
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