+65.7%
AG vs RMD
+347.3%
-281.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -10.0% | +2.1% | -12.0% | -10.5% |
| 30D | -10.5% | +2.1% | -12.6% | -11.0% |
| 3M | -27.3% | +6.2% | -33.5% | -28.6% |
| 6M | -43.0% | +19.4% | -62.4% | -46.4% |
| YTD | -17.9% | +0.5% | -18.4% | -18.6% |
| 1Y | +11.9% | -3.9% | +15.9% | +12.5% |
| 3Y | +201.8% | +72.5% | +129.3% | +149.2% |
| 5Y | -0.1% | -1.5% | +1.4% | -4.8% |
| All | +65.7% | +347.3% | -281.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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