+119.9%
NDAQ vs AG
+219.8%
-99.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +0.8% | +6.3% | -5.5% | +0.5% |
| 30D | +16.5% | -8.9% | +25.5% | +17.0% |
| 3M | +13.5% | -12.2% | +25.7% | +14.0% |
| 6M | +20.9% | -28.3% | +49.2% | +22.6% |
| YTD | +11.4% | -8.8% | +20.2% | +10.1% |
| 1Y | +25.9% | +39.4% | -13.4% | +20.3% |
| 3Y | +119.9% | +229.4% | -109.6% | +88.9% |
| All | +119.9% | +219.8% | -99.9% | +88.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling