+844.7%
CAH vs AGI
+5,453.2%
-4,608.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -2.2% | +2.2% | -4.5% | -2.3% |
| 30D | +1.2% | +11.3% | -10.1% | +0.9% |
| 3M | +13.1% | +5.6% | +7.5% | +12.8% |
| 6M | +8.5% | -27.7% | +36.1% | +9.2% |
| YTD | +17.6% | -4.1% | +21.7% | +17.4% |
| 1Y | +60.7% | +13.8% | +46.9% | +59.4% |
| 3Y | +183.2% | +217.0% | -33.9% | +171.7% |
| 5Y | +402.2% | +404.3% | -2.1% | +374.0% |
| 10Y | +302.3% | +400.5% | -98.2% | +274.4% |
| All | +844.7% | +5,453.2% | -4,608.5% | +695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling