+26.9%
NDAQ vs AG
+24.7%
+2.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.9% | +7.3% | +1.6% |
| 7D | +2.9% | +6.0% | -3.1% | +2.6% |
| 30D | +17.5% | -13.5% | +31.0% | +18.0% |
| 3M | +15.4% | -20.7% | +36.1% | +16.2% |
| 6M | +24.6% | -31.5% | +56.1% | +25.8% |
| YTD | +14.4% | -10.1% | +24.6% | +12.4% |
| 1Y | +26.9% | +26.0% | +0.9% | +21.7% |
| All | +26.9% | +24.7% | +2.2% | +21.7% |
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