+127.3%
AGI vs CRL
+97.9%
+29.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -6.5% | +11.9% | -18.4% | -7.6% |
| 3M | -12.8% | +20.2% | -33.0% | -14.4% |
| 6M | -34.3% | +107.5% | -141.8% | -37.6% |
| YTD | -25.6% | +69.4% | -95.0% | -29.2% |
| 1Y | -14.2% | +99.7% | -114.0% | -18.5% |
| 3Y | +127.3% | +98.8% | +28.5% | +130.0% |
| All | +127.3% | +97.9% | +29.4% | +130.0% |
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