+71.9%
AG vs CF
+494.2%
-422.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.4% | -6.3% |
| 7D | +6.0% | +4.8% | +1.2% | +4.9% |
| 30D | -13.5% | +9.7% | -23.2% | -15.3% |
| 3M | -20.7% | +1.2% | -21.9% | -21.2% |
| 6M | -31.5% | +7.4% | -38.9% | -33.1% |
| YTD | -10.1% | +60.5% | -70.7% | -21.2% |
| 1Y | +26.0% | +50.7% | -24.7% | +12.0% |
| 3Y | +228.9% | +64.8% | +164.1% | +183.4% |
| 5Y | +8.7% | +115.8% | -107.1% | -11.6% |
| 10Y | +71.9% | +481.0% | -409.1% | +36.2% |
| All | +71.9% | +494.2% | -422.3% | +36.2% |
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