+812.7%
NDAQ vs AG
+445.6%
+367.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.7% |
| 7D | -2.4% | +1.0% | -3.5% | -2.6% |
| 30D | +2.5% | +19.2% | -16.7% | +0.7% |
| 3M | +9.9% | +6.2% | +3.8% | +8.8% |
| 6M | +9.4% | -26.7% | +36.1% | +11.2% |
| YTD | +0.4% | +26.1% | -25.7% | -3.5% |
| 1Y | +4.0% | +131.7% | -127.6% | -6.0% |
| 3Y | +94.4% | +255.3% | -161.0% | +63.7% |
| 5Y | +56.7% | +61.9% | -5.2% | +38.3% |
| 10Y | +375.3% | +72.0% | +303.3% | +281.9% |
| All | +812.7% | +445.6% | +367.1% | +300.0% |
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 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