+229.4%
AG vs CDW
-21.8%
+251.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | +6.3% | +2.1% | +4.2% | +6.1% |
| 30D | -8.9% | +14.7% | -23.7% | -9.7% |
| 3M | -12.2% | +11.1% | -23.3% | -12.8% |
| 6M | -28.3% | +45.6% | -73.9% | -30.6% |
| YTD | -8.8% | +17.1% | -25.9% | -10.1% |
| 1Y | +39.4% | +13.2% | +26.2% | +39.0% |
| 3Y | +229.4% | -22.2% | +251.6% | +248.6% |
| All | +229.4% | -21.8% | +251.2% | +248.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling