-37.3%
AG vs RRC
+25.7%
-63.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.0% |
| 7D | -4.0% | -0.5% | -3.6% | -3.8% |
| 30D | -13.1% | +25.2% | -38.3% | -11.5% |
| 3M | -22.0% | +27.8% | -49.9% | -20.5% |
| 6M | -37.3% | +27.2% | -64.5% | -38.9% |
| All | -37.3% | +25.7% | -63.0% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling