+71.9%
AG vs CP
+255.2%
-183.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.7% |
| 7D | +6.0% | +2.8% | +3.2% | +4.7% |
| 30D | -13.5% | +11.0% | -24.6% | -17.9% |
| 3M | -20.7% | +3.8% | -24.5% | -22.1% |
| 6M | -31.5% | +9.5% | -41.0% | -34.7% |
| YTD | -10.1% | +28.2% | -38.4% | -20.3% |
| 1Y | +26.0% | +33.0% | -6.9% | +9.9% |
| 3Y | +228.9% | +35.5% | +193.3% | +186.2% |
| 5Y | +8.7% | +25.8% | -17.1% | -3.1% |
| 10Y | +71.9% | +250.7% | -178.8% | +3.7% |
| All | +71.9% | +255.2% | -183.3% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling