+4.4%
NI vs AG
+119.5%
-115.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.5% |
| 7D | -0.6% | -5.8% | +5.2% | -0.4% |
| 30D | -1.4% | +6.4% | -7.8% | -1.6% |
| 3M | -10.6% | +28.4% | -38.9% | -11.4% |
| 6M | -9.9% | -24.5% | +14.6% | -8.9% |
| YTD | +1.2% | +21.2% | -20.0% | -1.1% |
| 1Y | +4.4% | +114.1% | -109.7% | -3.7% |
| All | +4.4% | +119.5% | -115.0% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling