+475.8%
NDAQ vs AG
+64.1%
+411.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +1.7% |
| 7D | +2.9% | +6.0% | -3.1% | +2.5% |
| 30D | +17.5% | -13.5% | +31.0% | +18.3% |
| 3M | +15.4% | -20.7% | +36.1% | +16.6% |
| 6M | +24.6% | -31.5% | +56.1% | +26.4% |
| YTD | +14.4% | -10.1% | +24.6% | +13.5% |
| 1Y | +26.9% | +26.0% | +0.9% | +23.4% |
| 3Y | +119.8% | +228.9% | -109.1% | +98.5% |
| 5Y | +70.5% | +8.7% | +61.8% | +59.9% |
| 10Y | +475.8% | +71.9% | +403.9% | +423.0% |
| All | +475.8% | +64.1% | +411.7% | +423.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling