+98.2%
NI vs AG
+227.5%
-129.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.8% |
| 7D | +1.5% | +6.0% | -4.5% | +1.2% |
| 30D | +11.9% | -13.5% | +25.4% | +12.5% |
| 3M | +9.1% | -20.7% | +29.8% | +10.1% |
| 6M | -1.8% | -31.5% | +29.8% | -0.4% |
| YTD | +11.4% | -10.1% | +21.5% | +10.2% |
| 1Y | +6.4% | +26.0% | -19.6% | +2.7% |
| 3Y | +98.2% | +228.9% | -130.7% | +63.0% |
| All | +98.2% | +227.5% | -129.2% | +63.0% |
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