+8.5%
NI vs AGI
-1.1%
+9.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.8% | -9.3% | +1.2% |
| 7D | +3.9% | -5.3% | +9.2% | +4.0% |
| 30D | +15.3% | -7.1% | +22.4% | +15.4% |
| 3M | +2.4% | +4.4% | -2.0% | +2.0% |
| 6M | -4.5% | -23.0% | +18.5% | -3.7% |
| YTD | +11.4% | -22.0% | +33.4% | +11.0% |
| 1Y | +8.5% | +0.3% | +8.2% | +1.0% |
| All | +8.5% | -1.1% | +9.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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