+284.3%
AG vs CRL
+729.8%
-445.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -4.0% | +5.0% | -9.1% | -5.5% |
| 30D | -13.1% | +13.5% | -26.6% | -16.9% |
| 3M | -22.0% | +21.5% | -43.6% | -26.9% |
| 6M | -37.3% | +103.4% | -140.7% | -50.0% |
| YTD | -11.2% | +71.8% | -83.0% | -26.1% |
| 1Y | +23.9% | +97.5% | -73.6% | -1.2% |
| 3Y | +225.1% | +99.2% | +125.9% | +142.1% |
| 5Y | +7.7% | -12.1% | +19.9% | +1.5% |
| 10Y | +86.9% | +359.2% | -272.3% | -11.3% |
| All | +284.3% | +729.8% | -445.4% | +9.8% |
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