+206.0%
AGI vs CRL
+36.0%
+170.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.2% |
| 7D | -5.4% | -6.9% | +1.6% | -4.7% |
| 30D | +6.6% | -3.2% | +9.8% | +7.0% |
| 3M | +8.2% | +46.5% | -38.4% | +5.3% |
| 6M | -29.3% | +63.1% | -92.4% | -31.8% |
| YTD | -7.4% | +36.9% | -44.2% | -10.2% |
| 1Y | +7.9% | +78.1% | -70.2% | +3.6% |
| All | +206.0% | +36.0% | +170.0% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 3y: compounded portfolio wealth divided by compounded CRL 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…
3y analysis · Full analysis span regression · 6 months rolling