+384.7%
AGI vs NYT
+38.8%
+345.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +7.2% | +4.6% | +2.7% | +6.7% |
| 3M | +4.3% | -9.6% | +13.8% | +5.0% |
| 6M | -27.1% | -14.0% | -13.1% | -26.1% |
| YTD | -6.6% | -2.8% | -3.8% | -7.2% |
| 1Y | +9.5% | +15.6% | -6.1% | +5.7% |
| 3Y | +208.4% | +56.3% | +152.1% | +177.6% |
| All | +384.7% | +38.8% | +345.9% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 5y: compounded portfolio wealth divided by compounded NYT 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…
5y analysis · Full analysis span regression · 6 months rolling