+17.4%
AGI vs CHD
+7.1%
+10.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +0.6% | -2.7% | +3.3% | +0.8% |
| 30D | +18.2% | -4.6% | +22.8% | +18.7% |
| 3M | -4.1% | +5.0% | -9.2% | -4.6% |
| 6M | -28.7% | -3.2% | -25.5% | -29.3% |
| YTD | -4.0% | +18.6% | -22.6% | +1.7% |
| 1Y | +17.4% | +4.8% | +12.6% | +14.1% |
| All | +17.4% | +7.1% | +10.4% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling