+61.6%
AG vs RNG
+222.9%
-161.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.9% |
| 7D | -6.7% | -6.1% | -0.6% | -5.9% |
| 30D | +2.2% | +9.6% | -7.4% | +0.8% |
| 3M | +15.7% | +83.3% | -67.6% | +5.4% |
| 6M | -23.8% | +77.9% | -101.7% | -31.0% |
| YTD | +17.6% | +139.9% | -122.3% | +1.0% |
| 1Y | +88.6% | +121.7% | -33.0% | +63.4% |
| 3Y | +253.4% | +121.9% | +131.6% | +199.0% |
| 5Y | +62.4% | -68.4% | +130.8% | +61.4% |
| All | +61.6% | +222.9% | -161.2% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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