+57.5%
AG vs CAPR
-77.1%
+134.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -1.0% |
| 7D | +4.5% | -9.5% | +14.0% | +4.7% |
| 30D | +12.9% | +121.5% | -108.7% | +10.8% |
| 3M | +20.9% | -65.4% | +86.3% | +21.8% |
| 6M | -19.5% | -67.5% | +48.0% | -18.9% |
| YTD | +24.8% | -68.6% | +93.4% | +25.8% |
| 1Y | +120.2% | +42.7% | +77.6% | +106.8% |
| 3Y | +279.0% | +43.4% | +235.7% | +238.5% |
| 5Y | +67.9% | +86.0% | -18.1% | +46.1% |
| 10Y | +57.5% | -77.4% | +134.9% | +29.3% |
| All | +57.5% | -77.1% | +134.6% | +29.3% |
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