+102.3%
AG vs NXT
+231.9%
-129.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -4.0% | -5.7% | +1.7% | -2.8% |
| 30D | -13.1% | +18.5% | -31.6% | -16.4% |
| 3M | -22.0% | -4.1% | -17.9% | -21.8% |
| 6M | -37.3% | -20.3% | -16.9% | -34.9% |
| YTD | -11.2% | +15.5% | -26.6% | -13.6% |
| 1Y | +23.9% | -5.0% | +28.9% | +23.8% |
| 3Y | +225.1% | +191.6% | +33.5% | +178.5% |
| All | +102.3% | +231.9% | -129.6% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling