+88.6%
AG vs CLX
-25.9%
+114.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -6.7% | -5.7% | -1.0% | -6.0% |
| 30D | +2.2% | -17.0% | +19.2% | +4.8% |
| 3M | +15.7% | -9.7% | +25.4% | +18.0% |
| 6M | -23.8% | -19.8% | -4.0% | -19.6% |
| YTD | +17.6% | -9.8% | +27.5% | +38.3% |
| 1Y | +88.6% | -26.2% | +114.8% | +68.3% |
| All | +88.6% | -25.9% | +114.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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