+384.7%
AGI vs CHD
+20.9%
+363.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.7% | -4.5% | +1.7% | -2.0% |
| 30D | +7.2% | -6.7% | +14.0% | +8.4% |
| 3M | +4.3% | -2.7% | +7.0% | +4.6% |
| 6M | -27.1% | -4.9% | -22.1% | -26.6% |
| YTD | -6.6% | +13.3% | -19.9% | -8.0% |
| 1Y | +9.5% | +1.0% | +8.5% | +9.7% |
| 3Y | +208.4% | +1.3% | +207.1% | +207.5% |
| All | +384.7% | +20.9% | +363.8% | +419.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling