+67.2%
AG vs CAPR
+84.7%
-17.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.0% |
| 7D | +1.0% | -2.0% | +3.0% | +1.0% |
| 30D | +19.2% | +139.2% | -120.0% | +17.8% |
| 3M | +6.2% | -66.4% | +72.5% | +6.6% |
| 6M | -26.7% | -63.1% | +36.5% | -26.4% |
| YTD | +26.1% | -67.4% | +93.5% | +26.6% |
| 1Y | +131.7% | +58.2% | +73.4% | +124.1% |
| 3Y | +255.3% | +42.2% | +213.1% | +198.5% |
| All | +67.2% | +84.7% | -17.5% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling