+70.6%
NI vs AG
+272.3%
-201.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.3% |
| 7D | +2.3% | +4.5% | -2.2% | +2.1% |
| 30D | -1.7% | +12.9% | -14.5% | -2.4% |
| 3M | -8.0% | +20.9% | -28.9% | -9.2% |
| 6M | -8.6% | -19.5% | +10.9% | -8.0% |
| YTD | +2.3% | +24.8% | -22.5% | -0.3% |
| 1Y | +6.9% | +120.2% | -113.3% | -0.5% |
| 3Y | +70.6% | +279.0% | -208.5% | +47.0% |
| All | +70.6% | +272.3% | -201.7% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling