+294.5%
AG vs CP
+928.1%
-633.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.7% |
| 7D | +6.3% | +2.8% | +3.5% | +4.8% |
| 30D | -8.9% | +10.2% | -19.2% | -13.7% |
| 3M | -12.2% | +2.4% | -14.5% | -13.3% |
| 6M | -28.3% | +7.7% | -36.0% | -31.4% |
| YTD | -8.8% | +26.0% | -34.8% | -19.5% |
| 1Y | +39.4% | +34.6% | +4.7% | +18.7% |
| 3Y | +229.4% | +26.7% | +202.7% | +189.9% |
| 5Y | +14.5% | +24.9% | -10.4% | +0.8% |
| 10Y | +82.7% | +258.6% | -175.9% | -16.4% |
| All | +294.5% | +928.1% | -633.7% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling