+201.8%
AG vs CF
+68.9%
+132.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.4% |
| 7D | -10.0% | +4.8% | -14.7% | -10.3% |
| 30D | -10.5% | +4.7% | -15.2% | -10.8% |
| 3M | -27.3% | +7.4% | -34.7% | -27.7% |
| 6M | -43.0% | +0.6% | -43.6% | -43.1% |
| YTD | -17.9% | +64.1% | -82.0% | -31.3% |
| 1Y | +11.9% | +51.4% | -39.5% | -3.9% |
| 3Y | +201.8% | +67.8% | +134.0% | +126.3% |
| All | +201.8% | +68.9% | +132.9% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling