+124.7%
AG vs CDW
+903.1%
-778.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | +1.0% | +3.2% | -2.2% | +0.5% |
| 30D | +19.2% | +9.3% | +9.9% | +17.5% |
| 3M | +6.2% | +9.8% | -3.6% | +4.1% |
| 6M | -26.7% | +23.3% | -50.0% | -30.4% |
| YTD | +26.1% | +13.7% | +12.5% | +21.4% |
| 1Y | +131.7% | -6.5% | +138.1% | +131.4% |
| 3Y | +255.3% | -25.2% | +280.6% | +266.0% |
| 5Y | +61.9% | -19.5% | +81.4% | +61.9% |
| 10Y | +72.0% | +285.8% | -213.8% | +46.6% |
| All | +124.7% | +903.1% | -778.4% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling