-20.1%
NVDL vs AGI
-1.1%
-19.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +10.8% | -16.9% | -9.8% |
| 7D | -14.0% | -5.3% | -8.8% | -12.5% |
| 30D | -31.2% | -7.1% | -24.0% | -29.5% |
| 3M | -15.5% | +4.4% | -19.9% | -17.2% |
| 6M | -10.3% | -23.0% | +12.7% | -1.9% |
| YTD | -5.8% | -22.0% | +16.2% | -1.5% |
| 1Y | -20.1% | +0.3% | -20.4% | -31.8% |
| All | -20.1% | -1.1% | -19.0% | -31.8% |
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