+445.6%
AG vs RVTY
+594.3%
-148.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | +19.2% | +13.2% | +6.0% | +13.1% |
| 3M | +6.2% | +27.2% | -21.1% | -4.6% |
| 6M | -26.7% | +32.4% | -59.1% | -35.6% |
| YTD | +26.1% | +34.9% | -8.7% | +9.8% |
| 1Y | +131.7% | +52.4% | +79.3% | +89.9% |
| 3Y | +255.3% | +12.3% | +243.1% | +222.1% |
| 5Y | +61.9% | -30.8% | +92.8% | +77.1% |
| 10Y | +72.0% | +150.7% | -78.7% | -5.7% |
| All | +445.6% | +594.3% | -148.6% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling