+57.5%
AG vs CP
+219.6%
-162.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +4.5% | +2.4% | +2.1% | +3.3% |
| 30D | +12.9% | -0.5% | +13.4% | +13.1% |
| 3M | +20.9% | +1.4% | +19.5% | +19.9% |
| 6M | -19.5% | +10.3% | -29.8% | -23.5% |
| YTD | +24.8% | +24.3% | +0.5% | +12.3% |
| 1Y | +120.2% | +20.4% | +99.8% | +101.0% |
| 3Y | +279.0% | +21.8% | +257.2% | +244.8% |
| 5Y | +67.9% | +31.5% | +36.4% | +48.0% |
| 10Y | +57.5% | +223.2% | -165.7% | -5.2% |
| All | +57.5% | +219.6% | -162.1% | -5.2% |
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