+67.3%
AG vs RNG
-70.1%
+137.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.7% |
| 7D | -5.8% | -9.6% | +3.8% | -4.2% |
| 30D | +6.4% | +8.8% | -2.4% | +4.7% |
| 3M | +28.4% | +78.6% | -50.3% | +15.0% |
| 6M | -24.5% | +70.3% | -94.7% | -32.6% |
| YTD | +21.2% | +140.3% | -119.2% | -0.1% |
| 1Y | +114.1% | +126.6% | -12.5% | +78.1% |
| 3Y | +268.0% | +120.2% | +147.8% | +197.9% |
| 5Y | +67.3% | -68.3% | +135.6% | +78.5% |
| All | +67.3% | -70.1% | +137.4% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling