+72.7%
AG vs RNG
+309.1%
-236.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.5% |
| 7D | +4.5% | -0.8% | +5.3% | +4.6% |
| 30D | +12.9% | +11.4% | +1.5% | +11.2% |
| 3M | +20.9% | +72.1% | -51.1% | +11.6% |
| 6M | -19.5% | +67.9% | -87.5% | -26.2% |
| YTD | +24.8% | +144.3% | -119.5% | +7.7% |
| 1Y | +120.2% | +117.5% | +2.7% | +92.7% |
| 3Y | +279.0% | +123.9% | +155.1% | +223.0% |
| 5Y | +67.9% | -70.1% | +138.0% | +68.7% |
| 10Y | +57.5% | +215.9% | -158.4% | +33.1% |
| All | +72.7% | +309.1% | -236.3% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling