+284.3%
AG vs RRC
+101.8%
+182.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | -4.0% | -0.5% | -3.6% | -4.0% |
| 30D | -13.1% | +25.2% | -38.3% | -18.9% |
| 3M | -22.0% | +27.8% | -49.9% | -27.8% |
| 6M | -37.3% | +27.2% | -64.5% | -42.1% |
| YTD | -11.2% | +48.2% | -59.3% | -21.9% |
| 1Y | +23.9% | +34.7% | -10.8% | +11.7% |
| 3Y | +225.1% | +62.2% | +162.9% | +174.5% |
| 5Y | +7.7% | +130.9% | -123.2% | -22.9% |
| 10Y | +86.9% | +73.4% | +13.5% | +23.9% |
| All | +284.3% | +101.8% | +182.6% | +113.6% |
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