+628.8%
AGI vs CLBK
+64.7%
+564.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +2.2% | -1.5% | +3.7% | +2.2% |
| 30D | +11.3% | +6.7% | +4.6% | +11.1% |
| 3M | +5.6% | +21.2% | -15.5% | +5.2% |
| 6M | -27.7% | +42.0% | -69.6% | -28.2% |
| YTD | -4.1% | +63.3% | -67.3% | -4.9% |
| 1Y | +13.8% | +65.4% | -51.6% | +12.9% |
| 3Y | +217.0% | +52.5% | +164.6% | +214.7% |
| 5Y | +404.3% | +42.0% | +362.4% | +391.8% |
| All | +628.8% | +64.7% | +564.1% | +572.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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