+0.3%
AG vs CLX
-20.8%
+21.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -10.0% | +9.5% | -19.5% | -10.3% |
| 30D | -10.5% | +30.7% | -41.2% | -11.3% |
| 3M | -27.3% | +4.2% | -31.5% | -27.7% |
| 6M | -43.0% | +22.1% | -65.1% | -43.3% |
| YTD | -17.9% | +14.1% | -32.0% | -17.3% |
| 1Y | +11.9% | +10.3% | +1.6% | +12.5% |
| 3Y | +201.8% | -7.8% | +209.6% | +198.3% |
| All | +0.3% | -20.8% | +21.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling