+86.9%
AG vs CF
+485.9%
-399.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.3% |
| 7D | -4.0% | +10.4% | -14.4% | -5.7% |
| 30D | -13.1% | +7.6% | -20.6% | -14.5% |
| 3M | -22.0% | +5.2% | -27.2% | -23.1% |
| 6M | -37.3% | -0.1% | -37.2% | -37.9% |
| YTD | -11.2% | +61.7% | -72.9% | -22.2% |
| 1Y | +23.9% | +50.3% | -26.4% | +10.2% |
| 3Y | +225.1% | +66.0% | +159.2% | +179.5% |
| 5Y | +7.7% | +114.5% | -106.8% | -12.4% |
| 10Y | +86.9% | +471.5% | -384.6% | +40.4% |
| All | +86.9% | +485.9% | -399.0% | +40.4% |
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