+187.2%
AG vs NXT
+178.8%
+8.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | +1.0% | -1.1% | +2.1% | +1.2% |
| 30D | +19.2% | -15.3% | +34.5% | +23.4% |
| 3M | +6.2% | -43.8% | +49.9% | +19.0% |
| 6M | -26.7% | -18.7% | -8.0% | -23.4% |
| YTD | +26.1% | -3.0% | +29.1% | +27.9% |
| 1Y | +131.7% | +22.7% | +108.9% | +123.9% |
| 3Y | +255.3% | +95.9% | +159.4% | +215.6% |
| All | +187.2% | +178.8% | +8.5% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling