+216.8%
AGI vs CAPR
+36.9%
+179.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +1.3% |
| 7D | +2.2% | -12.6% | +14.9% | +2.2% |
| 30D | +11.3% | +124.4% | -113.1% | +11.5% |
| 3M | +5.6% | -66.8% | +72.4% | +5.5% |
| 6M | -27.7% | -71.8% | +44.1% | -27.8% |
| YTD | -4.1% | -70.1% | +66.0% | -4.2% |
| 1Y | +13.8% | +33.3% | -19.5% | +16.0% |
| All | +216.8% | +36.9% | +179.8% | +211.6% |
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 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