+5,459.2%
AGI vs CPB
+98.9%
+5,360.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.5% | -1.5% |
| 7D | +0.6% | -8.6% | +9.2% | +1.6% |
| 30D | +18.2% | -7.2% | +25.5% | +19.2% |
| 3M | -4.1% | +0.9% | -5.0% | -4.5% |
| 6M | -28.7% | -11.8% | -16.9% | -27.9% |
| YTD | -4.0% | -19.4% | +15.4% | -1.9% |
| 1Y | +17.4% | -30.4% | +47.8% | +21.7% |
| 3Y | +203.0% | -40.2% | +243.2% | +217.4% |
| 5Y | +376.7% | -39.5% | +416.2% | +396.9% |
| 10Y | +407.5% | -47.4% | +454.9% | +441.1% |
| All | +5,459.2% | +98.9% | +5,360.3% | +6,486.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling