+445.6%
AG vs CRL
+598.5%
-152.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.5% |
| 7D | +1.0% | -1.0% | +2.0% | +1.4% |
| 30D | +19.2% | +10.7% | +8.5% | +15.8% |
| 3M | +6.2% | +55.3% | -49.1% | -7.3% |
| 6M | -26.7% | +60.7% | -87.3% | -37.2% |
| YTD | +26.1% | +44.6% | -18.5% | +11.4% |
| 1Y | +131.7% | +77.7% | +53.9% | +91.3% |
| 3Y | +255.3% | +37.6% | +217.7% | +199.3% |
| 5Y | +61.9% | -35.8% | +97.8% | +68.9% |
| 10Y | +72.0% | +241.7% | -169.7% | -9.1% |
| All | +445.6% | +598.5% | -152.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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