+18.9%
NET vs AG
-20.6%
+39.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.1% | -11.7% | -3.8% |
| 7D | -16.4% | -2.6% | -13.8% | -16.0% |
| 30D | -25.8% | -12.1% | -13.7% | -24.5% |
| 3M | -11.5% | -6.6% | -4.9% | -11.3% |
| 6M | +18.9% | -20.5% | +39.4% | +21.9% |
| All | +18.9% | -20.6% | +39.5% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling