+334.3%
AGI vs RL
+308.3%
+26.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.3% |
| 7D | -5.3% | -2.2% | -3.1% | -5.2% |
| 30D | +6.8% | -15.3% | +22.1% | +7.7% |
| 3M | +8.3% | -10.3% | +18.7% | +9.0% |
| 6M | -29.2% | -2.2% | -27.0% | -29.1% |
| YTD | -7.3% | -4.3% | -3.0% | -7.1% |
| 1Y | +8.0% | +8.9% | -0.8% | +7.8% |
| 3Y | +206.6% | +201.4% | +5.1% | +197.4% |
| 5Y | +398.1% | +230.6% | +167.6% | +380.5% |
| All | +334.3% | +308.3% | +26.0% | +344.5% |
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