+0.3%
AGI vs CAPR
+47.4%
-47.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.3% | +2.5% | +10.8% |
| 7D | -5.3% | +43.2% | -48.5% | -5.3% |
| 30D | -7.1% | +14.7% | -21.8% | -7.2% |
| 3M | +4.4% | +113.9% | -109.5% | +4.4% |
| 6M | -23.0% | -73.4% | +50.4% | -23.1% |
| YTD | -22.0% | -69.1% | +47.1% | -22.1% |
| 1Y | +0.3% | +47.2% | -46.9% | +2.6% |
| All | +0.3% | +47.4% | -47.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling