+208.4%
AGI vs NTR
+36.8%
+171.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.7% | -1.3% | -1.5% | -2.4% |
| 30D | +7.2% | +16.8% | -9.5% | +2.5% |
| 3M | +4.3% | +20.7% | -16.5% | -1.8% |
| 6M | -27.1% | +0.5% | -27.6% | -27.7% |
| YTD | -6.6% | +29.2% | -35.8% | -14.8% |
| 1Y | +9.5% | +39.6% | -30.1% | -2.8% |
| 3Y | +208.4% | +37.9% | +170.6% | +165.8% |
| All | +208.4% | +36.8% | +171.7% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling