+23.9%
AG vs CF
+51.3%
-27.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.0% |
| 7D | -4.0% | +10.4% | -14.4% | -2.3% |
| 30D | -13.1% | +7.6% | -20.6% | -11.8% |
| 3M | -22.0% | +5.2% | -27.2% | -20.6% |
| 6M | -37.3% | -0.1% | -37.2% | -36.3% |
| YTD | -11.2% | +61.7% | -72.9% | -18.5% |
| 1Y | +23.9% | +50.3% | -26.4% | +18.8% |
| All | +23.9% | +51.3% | -27.3% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling