+17.4%
AGI vs NTR
+43.1%
-25.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +0.6% | +8.1% | -7.5% | -1.2% |
| 30D | +18.2% | +18.8% | -0.5% | +13.5% |
| 3M | -4.1% | +16.2% | -20.4% | -7.7% |
| 6M | -28.7% | +9.8% | -38.5% | -31.8% |
| YTD | -4.0% | +30.9% | -34.8% | -11.7% |
| 1Y | +17.4% | +41.8% | -24.3% | +5.9% |
| All | +17.4% | +43.1% | -25.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling