+8.0%
AGI vs RL
+9.4%
-1.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | -5.3% | -2.2% | -3.1% | -4.6% |
| 30D | +6.8% | -15.3% | +22.1% | +13.1% |
| 3M | +8.3% | -10.3% | +18.7% | +12.3% |
| 6M | -29.2% | -2.2% | -27.0% | -29.3% |
| YTD | -7.3% | -4.3% | -3.0% | -8.6% |
| 1Y | +8.0% | +8.9% | -0.8% | +1.1% |
| All | +8.0% | +9.4% | -1.3% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling