+66.5%
AG vs RRC
+6.5%
+60.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | -5.8% | -1.2% | -4.6% | -5.7% |
| 30D | +6.4% | +3.0% | +3.4% | +5.9% |
| 3M | +28.4% | +7.3% | +21.1% | +26.9% |
| 6M | -24.5% | +3.6% | -28.0% | -25.2% |
| YTD | +21.2% | +19.4% | +1.8% | +17.6% |
| 1Y | +114.1% | +21.4% | +92.7% | +107.1% |
| 3Y | +268.0% | +32.8% | +235.3% | +250.5% |
| 5Y | +67.3% | +152.0% | -84.6% | +46.7% |
| All | +66.5% | +6.5% | +60.0% | +108.5% |
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