+11.1%
AG vs RL
+226.8%
-215.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +6.3% | -4.2% | +10.5% | +7.8% |
| 30D | -8.9% | +4.3% | -13.2% | -10.1% |
| 3M | -12.2% | -4.6% | -7.6% | -11.0% |
| 6M | -28.3% | +1.7% | -30.0% | -29.1% |
| YTD | -8.8% | +7.3% | -16.2% | -11.7% |
| 1Y | +39.4% | +20.8% | +18.6% | +30.3% |
| 3Y | +229.4% | +247.0% | -17.5% | +112.5% |
| All | +11.1% | +226.8% | -215.7% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling