+229.4%
AG vs CNH
+7.0%
+222.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -0.9% | +0.9% |
| 7D | +6.3% | -1.7% | +8.0% | +6.9% |
| 30D | -8.9% | -7.2% | -1.7% | -6.9% |
| 3M | -12.2% | +6.5% | -18.7% | -15.3% |
| 6M | -28.3% | +7.9% | -36.2% | -31.6% |
| YTD | -8.8% | +26.6% | -35.4% | -17.3% |
| 1Y | +39.4% | +13.8% | +25.6% | +30.2% |
| 3Y | +229.4% | +9.2% | +220.2% | +194.6% |
| All | +229.4% | +7.0% | +222.4% | +194.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling