+384.7%
AGI vs CPB
-41.0%
+425.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.7% | -1.8% | -1.0% | -2.6% |
| 30D | +7.2% | -7.1% | +14.3% | +7.9% |
| 3M | +4.3% | -6.0% | +10.3% | +4.7% |
| 6M | -27.1% | -5.3% | -21.8% | -26.9% |
| YTD | -6.6% | -20.8% | +14.2% | -4.7% |
| 1Y | +9.5% | -33.8% | +43.4% | +13.3% |
| 3Y | +208.4% | -43.7% | +252.2% | +220.2% |
| All | +384.7% | -41.0% | +425.7% | +414.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling