+33.4%
AG vs CP
+35.2%
-1.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.5% | +5.7% | +6.6% |
| 7D | -2.6% | +5.6% | -8.2% | -6.2% |
| 30D | -12.1% | +10.0% | -22.1% | -17.9% |
| 3M | -6.6% | +4.4% | -11.0% | -9.5% |
| 6M | -20.5% | +14.1% | -34.5% | -28.8% |
| YTD | -7.4% | +29.1% | -36.5% | -18.3% |
| 1Y | +33.4% | +34.6% | -1.2% | +12.3% |
| All | +33.4% | +35.2% | -1.8% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling