+389.2%
AG vs CAPR
-99.1%
+488.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +6.2% | -66.4% | +72.5% | +7.2% |
| 6M | -26.7% | -63.1% | +36.5% | -26.2% |
| YTD | +26.1% | -67.4% | +93.5% | +27.3% |
| 1Y | +131.7% | +58.2% | +73.4% | +112.8% |
| 3Y | +255.3% | +42.2% | +213.1% | +214.0% |
| 5Y | +61.9% | +87.3% | -25.3% | +39.8% |
| 10Y | +72.0% | -75.3% | +147.3% | +38.2% |
| All | +389.2% | -99.1% | +488.3% | +229.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling