+229.4%
AG vs CP
+26.5%
+202.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +3.1% |
| 7D | +6.3% | +2.8% | +3.5% | +4.3% |
| 30D | -8.9% | +10.2% | -19.2% | -15.4% |
| 3M | -12.2% | +2.4% | -14.5% | -13.8% |
| 6M | -28.3% | +7.7% | -36.0% | -32.7% |
| YTD | -8.8% | +26.0% | -34.8% | -23.3% |
| 1Y | +39.4% | +34.6% | +4.7% | +11.4% |
| 3Y | +229.4% | +26.7% | +202.7% | +165.7% |
| All | +229.4% | +26.5% | +202.9% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling