+282.7%
AG vs CLX
-35.1%
+317.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.2% | +2.0% |
| 7D | -0.1% | -4.9% | +4.8% | -0.2% |
| 30D | +12.5% | -15.8% | +28.3% | +12.0% |
| 3M | +28.2% | -7.9% | +36.1% | +28.3% |
| 6M | -18.8% | -19.0% | +0.2% | -19.2% |
| YTD | +27.4% | -7.9% | +35.3% | +31.4% |
| 1Y | +132.2% | -25.4% | +157.6% | +129.3% |
| All | +282.7% | -35.1% | +317.8% | +339.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling