+27.8%
AG vs CNH
+40.2%
-12.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -4.5% |
| 7D | +6.0% | +4.5% | +1.4% | +4.5% |
| 30D | -13.5% | +7.6% | -21.2% | -15.7% |
| 3M | -20.7% | +17.0% | -37.7% | -25.1% |
| 6M | -31.5% | +12.9% | -44.5% | -35.0% |
| YTD | -10.1% | +34.3% | -44.4% | -18.9% |
| 1Y | +26.0% | +28.5% | -2.5% | +15.1% |
| 3Y | +228.9% | +31.9% | +197.0% | +191.1% |
| 5Y | +8.7% | -9.6% | +18.3% | +4.9% |
| 10Y | +71.9% | +106.3% | -34.4% | +24.0% |
| All | +27.8% | +40.2% | -12.4% | -3.3% |
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