+287.5%
CAH vs AG
+68.4%
+219.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -5.1% | -6.7% | +1.6% | -4.9% |
| 30D | +0.2% | +2.2% | -2.0% | +0.1% |
| 3M | +6.3% | +15.7% | -9.4% | +5.6% |
| 6M | +9.4% | -23.8% | +33.2% | +10.0% |
| YTD | +15.0% | +17.6% | -2.7% | +13.2% |
| 1Y | +55.4% | +88.6% | -33.2% | +49.3% |
| 3Y | +173.8% | +253.4% | -79.6% | +151.2% |
| 5Y | +395.2% | +62.4% | +332.8% | +365.5% |
| All | +287.5% | +68.4% | +219.1% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling