+451.1%
AG vs RSG
+1,137.2%
-686.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +12.5% | +3.7% | +8.8% | +10.5% |
| 3M | +28.2% | +6.2% | +22.0% | +23.4% |
| 6M | -18.8% | -2.8% | -16.1% | -19.2% |
| YTD | +27.4% | +5.9% | +21.5% | +21.6% |
| 1Y | +132.2% | -1.8% | +133.9% | +129.3% |
| 3Y | +286.9% | +57.5% | +229.4% | +196.2% |
| 5Y | +72.8% | +91.1% | -18.3% | +18.5% |
| 10Y | +74.6% | +428.1% | -353.5% | -35.8% |
| All | +451.1% | +1,137.2% | -686.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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