+72.8%
AG vs CP
+30.0%
+42.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.9% |
| 7D | -0.1% | +0.6% | -0.7% | -0.5% |
| 30D | +12.5% | -0.5% | +12.9% | +12.8% |
| 3M | +28.2% | +0.1% | +28.1% | +27.5% |
| 6M | -18.8% | +7.8% | -26.6% | -23.4% |
| YTD | +27.4% | +22.9% | +4.5% | +10.2% |
| 1Y | +132.2% | +21.3% | +110.9% | +102.4% |
| 3Y | +286.9% | +20.4% | +266.5% | +237.5% |
| 5Y | +72.8% | +34.9% | +37.8% | +37.4% |
| All | +72.8% | +30.0% | +42.8% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling