+375.0%
AGI vs RL
+337.1%
+38.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -10.1% | +2.6% | -12.7% | -10.2% |
| 30D | -6.5% | +2.9% | -9.5% | -6.7% |
| 3M | -12.8% | 0.0% | -12.8% | -12.9% |
| 6M | -34.3% | +17.1% | -51.4% | -34.9% |
| YTD | -25.6% | +10.1% | -35.7% | -26.1% |
| 1Y | -14.2% | +17.3% | -31.5% | -15.0% |
| 3Y | +127.3% | +249.3% | -122.1% | +118.6% |
| 5Y | +241.8% | +240.9% | +0.9% | +225.0% |
| All | +375.0% | +337.1% | +38.0% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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