+69.8%
AG vs RVTY
+216.9%
-147.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.0% |
| 7D | -6.0% | +4.1% | -10.1% | -7.4% |
| 30D | -14.3% | +1.3% | -15.6% | -14.9% |
| 3M | -26.9% | +33.3% | -60.2% | -34.7% |
| 6M | -42.1% | +58.3% | -100.4% | -51.6% |
| YTD | -15.9% | +62.7% | -78.6% | -30.5% |
| 1Y | +11.5% | +67.2% | -55.7% | -8.9% |
| 3Y | +208.0% | +87.3% | +120.7% | +137.5% |
| 5Y | +2.4% | -13.4% | +15.9% | -2.6% |
| All | +69.8% | +216.9% | -147.1% | +21.4% |
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