+445.6%
AG vs CP
+919.5%
-473.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +1.0% | -2.7% | +3.7% | +2.5% |
| 30D | +19.2% | +0.2% | +19.0% | +19.1% |
| 3M | +6.2% | +2.6% | +3.6% | +4.4% |
| 6M | -26.7% | +6.0% | -32.7% | -29.0% |
| YTD | +26.1% | +24.9% | +1.2% | +11.8% |
| 1Y | +131.7% | +20.1% | +111.5% | +109.7% |
| 3Y | +255.3% | +16.4% | +239.0% | +226.5% |
| 5Y | +61.9% | +31.7% | +30.2% | +38.6% |
| 10Y | +72.0% | +223.9% | -151.8% | -16.5% |
| All | +445.6% | +919.5% | -473.9% | -9.6% |
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