+936.8%
NDAQ vs AG
+284.3%
+652.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | 0.0% | -4.0% | +4.0% | +0.3% |
| 30D | +16.3% | -13.1% | +29.4% | +17.5% |
| 3M | +15.8% | -22.0% | +37.9% | +17.8% |
| 6M | +24.8% | -37.3% | +62.1% | +28.7% |
| YTD | +14.1% | -11.2% | +25.2% | +12.7% |
| 1Y | +26.5% | +23.9% | +2.6% | +21.1% |
| 3Y | +119.1% | +225.1% | -106.0% | +86.0% |
| 5Y | +70.9% | +7.7% | +63.2% | +56.1% |
| 10Y | +479.7% | +86.9% | +392.8% | +358.8% |
| All | +936.8% | +284.3% | +652.5% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling