+394.0%
CAH vs AGI
+400.3%
-6.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +6.3% | +4.3% | +2.0% | +5.9% |
| 6M | +9.4% | -27.1% | +36.5% | +10.9% |
| YTD | +15.0% | -6.6% | +21.6% | +14.8% |
| 1Y | +55.4% | +9.5% | +45.9% | +53.1% |
| 3Y | +173.8% | +208.4% | -34.6% | +143.3% |
| All | +394.0% | +400.3% | -6.3% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling