+26.0%
AG vs CF
+50.8%
-24.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.6% | -8.4% | -5.4% |
| 7D | +6.0% | +4.8% | +1.2% | +7.0% |
| 30D | -13.5% | +9.7% | -23.2% | -12.1% |
| 3M | -20.7% | +1.2% | -21.9% | -19.7% |
| 6M | -31.5% | +7.4% | -38.9% | -30.0% |
| YTD | -10.1% | +60.5% | -70.7% | -17.5% |
| 1Y | +26.0% | +50.7% | -24.7% | +19.6% |
| All | +26.0% | +50.8% | -24.8% | +19.6% |
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