+32.6%
NET vs AG
+19.6%
+13.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.1% | -11.7% | -4.5% |
| 7D | -16.4% | -2.6% | -13.8% | -15.9% |
| 30D | -25.8% | -12.1% | -13.7% | -24.0% |
| 3M | -11.5% | -6.6% | -4.9% | -11.2% |
| 6M | +18.9% | -20.5% | +39.4% | +21.8% |
| YTD | +35.2% | -7.4% | +42.7% | +28.0% |
| 1Y | +14.5% | +33.4% | -18.9% | -2.2% |
| 3Y | +313.8% | +219.9% | +93.9% | +143.7% |
| 5Y | +32.6% | +23.1% | +9.5% | +9.0% |
| All | +32.6% | +19.6% | +13.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling