+11.9%
AG vs CF
+50.1%
-38.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.4% |
| 7D | -10.0% | +4.8% | -14.7% | -9.1% |
| 30D | -10.5% | +4.7% | -15.2% | -9.4% |
| 3M | -27.3% | +7.4% | -34.7% | -25.6% |
| 6M | -43.0% | +0.6% | -43.6% | -42.0% |
| YTD | -17.9% | +64.1% | -82.0% | -23.2% |
| 1Y | +11.9% | +51.4% | -39.5% | +10.2% |
| All | +11.9% | +50.1% | -38.1% | +10.2% |
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 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