+445.6%
AG vs RL
+508.1%
-62.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | +19.2% | -7.8% | +26.9% | +21.5% |
| 3M | +6.2% | -4.0% | +10.2% | +7.1% |
| 6M | -26.7% | -1.9% | -24.8% | -26.7% |
| YTD | +26.1% | -0.2% | +26.3% | +25.3% |
| 1Y | +131.7% | +10.7% | +121.0% | +124.0% |
| 3Y | +255.3% | +210.8% | +44.6% | +156.6% |
| 5Y | +61.9% | +238.2% | -176.3% | +11.0% |
| 10Y | +72.0% | +313.4% | -241.3% | -1.0% |
| All | +445.6% | +508.1% | -62.4% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling