+33.4%
AG vs RRX
+30.0%
+3.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.6% | +12.8% | +10.4% |
| 7D | -2.6% | +7.6% | -10.2% | -5.6% |
| 30D | -12.1% | +7.5% | -19.6% | -14.8% |
| 3M | -6.6% | -21.0% | +14.4% | -0.2% |
| 6M | -20.5% | -18.1% | -2.4% | -17.4% |
| YTD | -7.4% | +24.3% | -31.7% | -12.0% |
| 1Y | +33.4% | +29.3% | +4.1% | +24.7% |
| All | +33.4% | +30.0% | +3.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling