+5,381.0%
AGI vs CRL
+994.6%
+4,386.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | +4.4% | -0.6% | +4.9% | +4.5% |
| 30D | +10.0% | +5.0% | +5.0% | +9.4% |
| 3M | +1.7% | +50.6% | -48.8% | -3.0% |
| 6M | -26.8% | +60.9% | -87.7% | -31.0% |
| YTD | -5.3% | +40.7% | -46.1% | -9.6% |
| 1Y | +11.5% | +73.3% | -61.8% | +3.8% |
| 3Y | +212.9% | +40.6% | +172.4% | +192.0% |
| 5Y | +388.8% | -37.0% | +425.8% | +393.2% |
| 10Y | +383.6% | +244.3% | +139.3% | +289.0% |
| All | +5,381.0% | +994.6% | +4,386.4% | +3,902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling