+66.5%
AG vs RVTY
+139.0%
-72.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.5% | -4.0% |
| 7D | -5.8% | -7.4% | +1.6% | -3.0% |
| 30D | +6.4% | +4.5% | +1.9% | +4.9% |
| 3M | +28.4% | +19.5% | +8.9% | +20.3% |
| 6M | -24.5% | +34.1% | -58.6% | -32.2% |
| YTD | +21.2% | +25.3% | -4.1% | +11.3% |
| 1Y | +114.1% | +47.0% | +67.1% | +85.3% |
| 3Y | +268.0% | +14.1% | +253.9% | +238.8% |
| 5Y | +67.3% | -34.6% | +101.9% | +77.1% |
| All | +66.5% | +139.0% | -72.5% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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