+9.5%
AGI vs NTRS
+51.4%
-41.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +7.2% | -0.7% | +7.9% | +7.3% |
| 3M | +4.3% | +11.3% | -7.1% | +1.2% |
| 6M | -27.1% | +35.5% | -62.6% | -33.9% |
| YTD | -6.6% | +40.6% | -47.2% | -16.4% |
| 1Y | +9.5% | +49.2% | -39.7% | -4.8% |
| All | +9.5% | +51.4% | -41.9% | -4.8% |
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