+71.9%
AG vs CAPR
-68.2%
+140.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.9% | +4.1% | -5.7% |
| 7D | +6.0% | +7.6% | -1.7% | +5.8% |
| 30D | -13.5% | +13.3% | -26.8% | -13.8% |
| 3M | -20.7% | +130.4% | -151.1% | -22.3% |
| 6M | -31.5% | -70.8% | +39.3% | -30.9% |
| YTD | -10.1% | -69.3% | +59.1% | -9.5% |
| 1Y | +26.0% | +59.5% | -33.5% | +18.1% |
| 3Y | +228.9% | +216.8% | +12.1% | +187.2% |
| 5Y | +8.7% | +152.7% | -144.0% | -6.1% |
| 10Y | +71.9% | -68.2% | +140.1% | +34.4% |
| All | +71.9% | -68.2% | +140.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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