+95.8%
NI vs AG
+69.4%
+26.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -0.3% | +12.5% | -12.7% | -1.2% |
| 3M | -9.5% | +28.2% | -37.6% | -11.3% |
| 6M | -10.2% | -18.8% | +8.6% | -9.5% |
| YTD | +1.8% | +27.4% | -25.6% | -1.7% |
| 1Y | +5.7% | +132.2% | -126.5% | -3.6% |
| 3Y | +69.6% | +286.9% | -217.2% | +42.7% |
| 5Y | +95.8% | +72.8% | +23.0% | +73.4% |
| All | +95.8% | +69.4% | +26.4% | +73.4% |
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