+0.6%
AGI vs NTRS
+37.4%
-36.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.7% | +7.3% | +4.8% |
| 7D | +7.8% | -0.9% | +8.7% | +8.0% |
| 30D | -5.0% | +1.1% | -6.2% | -5.4% |
| 3M | -0.5% | -6.6% | +6.1% | +0.9% |
| 6M | -19.9% | +7.1% | -26.9% | -21.8% |
| YTD | -19.2% | +27.4% | -46.6% | -29.3% |
| 1Y | +0.6% | +36.5% | -35.9% | -16.6% |
| All | +0.6% | +37.4% | -36.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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