+86.9%
AG vs CP
+251.7%
-164.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.0% | -0.7% | -3.4% | -3.7% |
| 30D | -13.1% | +9.6% | -22.7% | -16.9% |
| 3M | -22.0% | +2.2% | -24.3% | -22.9% |
| 6M | -37.3% | +11.1% | -48.4% | -40.5% |
| YTD | -11.2% | +28.2% | -39.3% | -21.1% |
| 1Y | +23.9% | +32.2% | -8.2% | +8.4% |
| 3Y | +225.1% | +35.5% | +189.6% | +183.2% |
| 5Y | +7.7% | +26.8% | -19.0% | -4.0% |
| 10Y | +86.9% | +256.9% | -170.0% | +17.2% |
| All | +86.9% | +251.7% | -164.8% | +17.2% |
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