+71.9%
AG vs RL
+369.1%
-297.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.1% | -5.9% |
| 7D | +6.0% | +1.3% | +4.6% | +5.7% |
| 30D | -13.5% | +7.6% | -21.2% | -14.7% |
| 3M | -20.7% | -1.5% | -19.2% | -20.5% |
| 6M | -31.5% | +12.1% | -43.6% | -33.1% |
| YTD | -10.1% | +13.9% | -24.1% | -12.6% |
| 1Y | +26.0% | +20.7% | +5.3% | +21.5% |
| 3Y | +228.9% | +260.6% | -31.7% | +165.0% |
| 5Y | +8.7% | +248.9% | -240.2% | -14.2% |
| 10Y | +71.9% | +355.9% | -284.0% | +63.7% |
| All | +71.9% | +369.1% | -297.2% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling