+255.2%
AG vs RRC
+101.6%
+153.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -10.0% | +6.4% | -16.3% | -11.5% |
| 30D | -10.5% | +23.9% | -34.4% | -16.2% |
| 3M | -27.3% | +30.2% | -57.4% | -32.9% |
| 6M | -43.0% | +26.3% | -69.2% | -47.3% |
| YTD | -17.9% | +48.1% | -66.0% | -27.8% |
| 1Y | +11.9% | +37.7% | -25.7% | +0.3% |
| 3Y | +201.8% | +60.3% | +141.5% | +155.7% |
| 5Y | -0.1% | +135.3% | -135.4% | -28.9% |
| 10Y | +72.7% | +73.3% | -0.6% | +14.5% |
| All | +255.2% | +101.6% | +153.5% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling