+94.3%
AG vs CP
+19.7%
+74.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.0% |
| 7D | -5.8% | -2.7% | -3.1% | -4.1% |
| 30D | +6.4% | -3.4% | +9.7% | +8.7% |
| 3M | +28.4% | -0.6% | +29.0% | +28.0% |
| 6M | -24.5% | +6.3% | -30.8% | -28.6% |
| YTD | +21.2% | +21.2% | 0.0% | +11.6% |
| All | +94.3% | +19.7% | +74.6% | +76.2% |
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 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