+90.9%
AG vs CF
+561.7%
-470.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +6.3% | -3.2% | +9.5% | +6.8% |
| 30D | -8.9% | +4.3% | -13.3% | -10.0% |
| 3M | -12.2% | +2.8% | -15.0% | -13.1% |
| 6M | -28.3% | +0.6% | -28.9% | -29.2% |
| YTD | -8.8% | +56.6% | -65.5% | -20.0% |
| 1Y | +39.4% | +49.6% | -10.3% | +23.6% |
| 3Y | +229.4% | +61.5% | +167.9% | +183.5% |
| 5Y | +14.5% | +124.0% | -109.4% | -8.3% |
| All | +90.9% | +561.7% | -470.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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