+17.4%
AGI vs CPB
-32.6%
+50.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.7% |
| 7D | +0.6% | -8.6% | +9.2% | +1.0% |
| 30D | +18.2% | -7.2% | +25.5% | +18.5% |
| 3M | -4.1% | +0.9% | -5.0% | -4.2% |
| 6M | -28.7% | -11.8% | -16.9% | -28.2% |
| YTD | -4.0% | -19.4% | +15.4% | -2.9% |
| 1Y | +17.4% | -30.4% | +47.8% | +14.4% |
| All | +17.4% | -32.6% | +50.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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