+71.9%
AG vs CNH
+107.8%
-35.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -4.6% |
| 7D | +6.0% | +4.5% | +1.4% | +4.6% |
| 30D | -13.5% | +7.6% | -21.2% | -15.6% |
| 3M | -20.7% | +17.0% | -37.7% | -24.9% |
| 6M | -31.5% | +12.9% | -44.5% | -34.9% |
| YTD | -10.1% | +34.3% | -44.4% | -18.4% |
| 1Y | +26.0% | +28.5% | -2.5% | +15.7% |
| 3Y | +228.9% | +31.9% | +197.0% | +193.2% |
| 5Y | +8.7% | -9.6% | +18.3% | +4.6% |
| 10Y | +71.9% | +106.3% | -34.4% | +31.2% |
| All | +71.9% | +107.8% | -35.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling