+404.3%
AGI vs CAPR
+76.3%
+328.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.1% |
| 3M | +5.6% | -66.8% | +72.4% | +5.6% |
| 6M | -27.7% | -71.8% | +44.1% | -27.7% |
| YTD | -4.1% | -70.1% | +66.0% | -4.1% |
| 1Y | +13.8% | +33.3% | -19.5% | +14.2% |
| 3Y | +217.0% | +36.7% | +180.3% | +198.0% |
| 5Y | +404.3% | +72.5% | +331.9% | +326.6% |
| All | +404.3% | +76.3% | +328.0% | +326.6% |
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 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