+1,449.6%
NET vs AG
+116.5%
+1,333.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.6% |
| 7D | -7.0% | +1.0% | -8.0% | -7.2% |
| 30D | -4.8% | +19.2% | -24.0% | -8.0% |
| 3M | +3.8% | +6.2% | -2.3% | +1.8% |
| 6M | +50.0% | -26.7% | +76.7% | +55.3% |
| YTD | +41.5% | +26.1% | +15.4% | +29.4% |
| 1Y | +32.8% | +131.7% | -98.8% | +5.9% |
| 3Y | +335.9% | +255.3% | +80.5% | +197.4% |
| 5Y | +113.8% | +61.9% | +51.9% | +63.0% |
| All | +1,449.6% | +116.5% | +1,333.1% | +969.2% |
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