+12.6%
AGG vs RVTY
+13.9%
-1.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.6% |
| 7D | -0.9% | -7.4% | +6.5% | -0.6% |
| 30D | -1.0% | +4.5% | -5.5% | -1.1% |
| 3M | -1.3% | +19.5% | -20.8% | -2.0% |
| 6M | -2.1% | +34.1% | -36.2% | -3.3% |
| YTD | -1.2% | +25.3% | -26.5% | -2.3% |
| 1Y | -0.5% | +47.0% | -47.5% | -2.3% |
| All | +12.6% | +13.9% | -1.3% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling