+287.5%
CAH vs AGI
+392.3%
-104.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -5.1% | -2.7% | -2.4% | -5.0% |
| 30D | +0.2% | +7.2% | -7.1% | -0.1% |
| 3M | +6.3% | +4.3% | +2.0% | +6.0% |
| 6M | +9.4% | -27.1% | +36.5% | +10.3% |
| YTD | +15.0% | -6.6% | +21.6% | +14.8% |
| 1Y | +55.4% | +9.5% | +45.9% | +54.2% |
| 3Y | +173.8% | +208.4% | -34.6% | +160.1% |
| 5Y | +395.2% | +401.6% | -6.4% | +360.8% |
| All | +287.5% | +392.3% | -104.9% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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