+79.4%
AG vs CNH
+64.7%
+14.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -3.2% |
| 7D | +1.0% | +23.3% | -22.3% | -5.4% |
| 30D | +19.2% | +33.5% | -14.3% | +8.6% |
| 3M | +6.2% | +32.7% | -26.6% | -3.3% |
| 6M | -26.7% | +22.2% | -48.9% | -31.7% |
| YTD | +26.1% | +57.7% | -31.6% | +9.0% |
| 1Y | +131.7% | +28.0% | +103.7% | +111.7% |
| 3Y | +255.3% | +11.5% | +243.8% | +229.6% |
| 5Y | +61.9% | +11.9% | +50.1% | +47.7% |
| 10Y | +72.0% | +162.8% | -90.8% | +15.1% |
| All | +79.4% | +64.7% | +14.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling