+445.6%
AG vs CLX
+163.6%
+282.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | +1.0% | -9.2% | +10.2% | +2.6% |
| 30D | +19.2% | -11.0% | +30.2% | +21.4% |
| 3M | +6.2% | +5.0% | +1.1% | +5.1% |
| 6M | -26.7% | -18.8% | -7.9% | -24.4% |
| YTD | +26.1% | -4.4% | +30.5% | +27.0% |
| 1Y | +131.7% | -21.9% | +153.5% | +139.8% |
| 3Y | +255.3% | -32.8% | +288.1% | +273.4% |
| 5Y | +61.9% | -34.6% | +96.5% | +68.2% |
| 10Y | +72.0% | -4.7% | +76.7% | +58.0% |
| All | +445.6% | +163.6% | +282.0% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling