+29,597.7%
NVDA vs AG
+255.2%
+29,342.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | -12.7% | -10.0% | -2.8% | -11.6% |
| 30D | -26.4% | -10.5% | -15.9% | -25.4% |
| 3M | -27.6% | -27.3% | -0.4% | -24.9% |
| 6M | -27.7% | -43.0% | +15.3% | -23.0% |
| YTD | -12.5% | -17.9% | +5.4% | -12.3% |
| 1Y | -12.6% | +11.9% | -24.6% | -16.1% |
| 3Y | +235.9% | +201.8% | +34.1% | +174.2% |
| 5Y | +438.2% | -0.1% | +438.3% | +387.5% |
| 10Y | +7,445.8% | +72.7% | +7,373.1% | +5,734.8% |
| All | +29,597.7% | +255.2% | +29,342.5% | +13,243.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling