+770.0%
CAH vs AG
+445.6%
+324.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | +5.4% | +1.0% | +4.4% | +5.3% |
| 30D | +3.3% | +19.2% | -15.9% | +2.3% |
| 3M | +22.8% | +6.2% | +16.6% | +22.0% |
| 6M | +11.3% | -26.7% | +37.9% | +12.4% |
| YTD | +21.1% | +26.1% | -5.0% | +18.1% |
| 1Y | +67.2% | +131.7% | -64.4% | +56.7% |
| 3Y | +195.6% | +255.3% | -59.7% | +164.7% |
| 5Y | +413.8% | +61.9% | +351.9% | +374.1% |
| 10Y | +309.6% | +72.0% | +237.5% | +256.2% |
| All | +770.0% | +445.6% | +324.3% | +454.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling