+451.1%
AG vs RRX
+336.3%
+114.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.1% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | +12.5% | -8.0% | +20.4% | +16.1% |
| 3M | +28.2% | -25.1% | +53.2% | +41.1% |
| 6M | -18.8% | -18.3% | -0.6% | -14.0% |
| YTD | +27.4% | +14.2% | +13.2% | +17.3% |
| 1Y | +132.2% | +13.0% | +119.1% | +114.0% |
| 3Y | +286.9% | +4.2% | +282.7% | +249.3% |
| 5Y | +72.8% | +17.9% | +54.9% | +42.5% |
| 10Y | +74.6% | +220.4% | -145.8% | -15.0% |
| All | +451.1% | +336.3% | +114.8% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling