+0.3%
AGI vs NWSA
+18.2%
-18.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.7% | +7.0% | +10.2% |
| 7D | -5.3% | +4.3% | -9.5% | -5.8% |
| 30D | -7.1% | +5.6% | -12.7% | -8.0% |
| 3M | +4.4% | +7.3% | -2.8% | +3.4% |
| 6M | -23.0% | +18.8% | -41.9% | -25.5% |
| YTD | -22.0% | +17.9% | -39.9% | -26.3% |
| 1Y | +0.3% | +19.3% | -19.1% | -5.6% |
| All | +0.3% | +18.2% | -18.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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