+29.4%
NDAQ vs AG
+29.4%
+0.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.1% | -6.6% | +2.2% |
| 7D | +3.9% | -2.6% | +6.5% | +4.0% |
| 30D | +19.0% | -12.1% | +31.1% | +19.5% |
| 3M | +17.6% | -6.6% | +24.2% | +17.6% |
| 6M | +21.0% | -20.5% | +41.4% | +21.5% |
| YTD | +14.1% | -7.4% | +21.5% | +11.9% |
| 1Y | +29.4% | +33.4% | -4.0% | +22.5% |
| All | +29.4% | +29.4% | +0.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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