+69.8%
AG vs RRC
+71.8%
-2.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.2% |
| 7D | -6.0% | +2.5% | -8.6% | -6.4% |
| 30D | -14.3% | +21.1% | -35.5% | -16.6% |
| 3M | -26.9% | +28.4% | -55.3% | -29.5% |
| 6M | -42.1% | +26.5% | -68.6% | -44.2% |
| YTD | -15.9% | +47.0% | -62.9% | -20.7% |
| 1Y | +11.5% | +35.2% | -23.7% | +6.3% |
| 3Y | +208.0% | +61.0% | +147.0% | +186.1% |
| 5Y | +2.4% | +133.6% | -131.2% | -9.9% |
| All | +69.8% | +71.8% | -2.0% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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