+71.9%
AG vs CDW
+329.6%
-257.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.7% | -6.3% |
| 7D | +6.0% | +13.1% | -7.1% | +3.9% |
| 30D | -13.5% | +19.1% | -32.7% | -15.9% |
| 3M | -20.7% | +24.7% | -45.4% | -23.6% |
| 6M | -31.5% | +63.4% | -94.9% | -37.5% |
| YTD | -10.1% | +26.3% | -36.5% | -15.3% |
| 1Y | +26.0% | +20.6% | +5.4% | +20.2% |
| 3Y | +228.9% | -16.3% | +245.2% | +234.0% |
| 5Y | +8.7% | -3.9% | +12.6% | +5.4% |
| 10Y | +71.9% | +331.5% | -259.6% | +61.1% |
| All | +71.9% | +329.6% | -257.7% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling