+190.1%
AG vs NXT
+171.8%
+18.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +2.8% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +12.5% | -20.0% | +32.4% | +17.7% |
| 3M | +28.2% | -30.9% | +59.1% | +38.0% |
| 6M | -18.8% | -23.8% | +5.0% | -14.2% |
| YTD | +27.4% | -5.4% | +32.8% | +29.9% |
| 1Y | +132.2% | +28.0% | +104.1% | +123.2% |
| 3Y | +286.9% | +93.3% | +193.5% | +245.5% |
| All | +190.1% | +171.8% | +18.4% | +196.0% |
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