+180.2%
CAH vs AG
+278.6%
-98.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +1.2% | +12.5% | -11.3% | +1.2% |
| 3M | +13.1% | +28.2% | -15.1% | +13.0% |
| 6M | +8.5% | -18.8% | +27.3% | +8.7% |
| YTD | +17.6% | +27.4% | -9.8% | +17.0% |
| 1Y | +60.7% | +132.2% | -71.5% | +57.1% |
| All | +180.2% | +278.6% | -98.5% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling