+11.9%
AG vs CDW
+19.9%
-8.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.4% |
| 7D | -10.0% | +9.3% | -19.3% | -9.8% |
| 30D | -10.5% | +14.4% | -24.8% | -10.0% |
| 3M | -27.3% | +21.4% | -48.7% | -26.4% |
| 6M | -43.0% | +72.8% | -115.8% | -38.7% |
| YTD | -17.9% | +28.0% | -45.9% | -6.9% |
| 1Y | +11.9% | +19.3% | -7.4% | +42.4% |
| All | +11.9% | +19.9% | -8.0% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling