+229.4%
AG vs CAPR
+214.7%
+14.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.8% | +1.8% |
| 7D | +6.3% | +41.1% | -34.8% | +6.0% |
| 30D | -8.9% | +11.1% | -20.1% | -9.1% |
| 3M | -12.2% | +115.3% | -127.5% | -12.7% |
| 6M | -28.3% | -73.8% | +45.5% | -28.2% |
| YTD | -8.8% | -68.8% | +60.0% | -8.8% |
| 1Y | +39.4% | +43.3% | -4.0% | +39.5% |
| 3Y | +229.4% | +214.7% | +14.7% | +168.1% |
| All | +229.4% | +214.7% | +14.7% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling