+41,862.0%
NVDA vs AG
+445.6%
+41,416.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +5.9% | +1.0% | +4.9% | +5.7% |
| 30D | +5.1% | +19.2% | -14.1% | +2.6% |
| 3M | +5.4% | +6.2% | -0.8% | +4.1% |
| 6M | +26.0% | -26.7% | +52.7% | +29.7% |
| YTD | +23.7% | +26.1% | -2.4% | +17.6% |
| 1Y | +34.4% | +131.7% | -97.3% | +17.1% |
| 3Y | +375.8% | +255.3% | +120.5% | +278.6% |
| 5Y | +911.8% | +61.9% | +849.8% | +762.9% |
| 10Y | +14,899.8% | +72.0% | +14,827.8% | +11,435.0% |
| All | +41,862.0% | +445.6% | +41,416.4% | +17,785.2% |
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