+376.0%
NDAQ vs AG
+57.4%
+318.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -2.6% | +4.5% | -7.0% | -2.8% |
| 30D | +0.5% | +12.9% | -12.4% | -0.3% |
| 3M | +9.9% | +20.9% | -11.0% | +8.5% |
| 6M | +8.2% | -19.5% | +27.7% | +8.8% |
| YTD | -1.5% | +24.8% | -26.3% | -3.9% |
| 1Y | +1.3% | +120.2% | -118.9% | -4.8% |
| 3Y | +92.6% | +279.0% | -186.4% | +72.0% |
| 5Y | +53.8% | +67.9% | -14.1% | +41.2% |
| 10Y | +376.0% | +57.5% | +318.5% | +342.1% |
| All | +376.0% | +57.4% | +318.6% | +342.1% |
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