+61.6%
AG vs RRX
+228.4%
-166.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.6% | -4.1% |
| 7D | -6.7% | -0.3% | -6.4% | -6.7% |
| 30D | +2.2% | -6.1% | +8.3% | +4.2% |
| 3M | +15.7% | -23.1% | +38.7% | +24.0% |
| 6M | -23.8% | -19.5% | -4.3% | -19.7% |
| YTD | +17.6% | +16.1% | +1.6% | +10.1% |
| 1Y | +88.6% | +12.9% | +75.7% | +77.5% |
| 3Y | +253.4% | +7.9% | +245.5% | +221.4% |
| 5Y | +62.4% | +19.1% | +43.3% | +39.6% |
| All | +61.6% | +228.4% | -166.8% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling