+483.6%
AGI vs CAPR
-99.1%
+582.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | +18.2% | +139.2% | -121.0% | +17.0% |
| 3M | -4.1% | -66.4% | +62.2% | -3.8% |
| 6M | -28.7% | -63.1% | +34.4% | -28.5% |
| YTD | -4.0% | -67.4% | +63.4% | -3.7% |
| 1Y | +17.4% | +58.2% | -40.8% | +13.4% |
| 3Y | +203.0% | +42.2% | +160.8% | +186.8% |
| 5Y | +376.7% | +87.3% | +289.4% | +345.8% |
| 10Y | +407.5% | -75.3% | +482.8% | +357.2% |
| All | +483.6% | -99.1% | +582.6% | +358.9% |
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