+5,307.1%
AGI vs NTRS
+827.1%
+4,480.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.6% |
| 7D | -2.7% | +1.4% | -4.1% | -2.8% |
| 30D | +7.2% | -0.7% | +7.9% | +7.3% |
| 3M | +4.3% | +11.3% | -7.1% | +3.5% |
| 6M | -27.1% | +35.5% | -62.6% | -28.5% |
| YTD | -6.6% | +40.6% | -47.2% | -8.6% |
| 1Y | +9.5% | +49.2% | -39.7% | +6.8% |
| 3Y | +208.4% | +167.2% | +41.2% | +189.7% |
| 5Y | +401.6% | +94.9% | +306.7% | +375.8% |
| 10Y | +387.3% | +259.5% | +127.9% | +337.1% |
| All | +5,307.1% | +827.1% | +4,480.1% | +4,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling