+65.7%
AG vs RL
+337.1%
-271.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.2% |
| 7D | -10.0% | +2.6% | -12.5% | -10.4% |
| 30D | -10.5% | +2.9% | -13.4% | -10.9% |
| 3M | -27.3% | 0.0% | -27.3% | -27.3% |
| 6M | -43.0% | +17.1% | -60.1% | -44.6% |
| YTD | -17.9% | +10.1% | -28.0% | -19.6% |
| 1Y | +11.9% | +17.3% | -5.4% | +8.5% |
| 3Y | +201.8% | +249.3% | -47.5% | +144.9% |
| 5Y | -0.1% | +240.9% | -241.0% | -20.6% |
| All | +65.7% | +337.1% | -271.4% | +69.2% |
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