+264.1%
AG vs RNG
+120.1%
+143.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.7% |
| 7D | -5.8% | -9.6% | +3.8% | -4.3% |
| 30D | +6.4% | +8.8% | -2.4% | +4.8% |
| 3M | +28.4% | +78.6% | -50.3% | +15.6% |
| 6M | -24.5% | +70.3% | -94.7% | -32.3% |
| YTD | +21.2% | +140.3% | -119.2% | -1.4% |
| 1Y | +114.1% | +126.6% | -12.5% | +76.0% |
| All | +264.1% | +120.1% | +143.9% | +201.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling