+352.1%
AGI vs CAPR
-99.0%
+451.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.4% |
| 7D | -10.1% | +5.9% | -16.0% | -10.2% |
| 30D | -6.5% | +44.6% | -51.1% | -7.0% |
| 3M | -12.8% | +126.4% | -139.2% | -13.8% |
| 6M | -34.3% | -68.6% | +34.3% | -34.1% |
| YTD | -25.6% | -67.0% | +41.4% | -25.5% |
| 1Y | -14.2% | +65.2% | -79.4% | -17.2% |
| 3Y | +127.3% | +235.6% | -108.3% | +112.5% |
| 5Y | +241.8% | +175.4% | +66.3% | +217.7% |
| 10Y | +381.8% | -65.0% | +446.7% | +331.5% |
| All | +352.1% | -99.0% | +451.1% | +255.0% |
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