+212.7%
AGI vs RL
+209.2%
+3.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +4.4% | +1.9% | +2.5% | +4.0% |
| 30D | +10.0% | -12.2% | +22.2% | +12.5% |
| 3M | +1.7% | -6.6% | +8.4% | +3.0% |
| 6M | -26.8% | +3.2% | -29.9% | -27.1% |
| YTD | -5.3% | -1.3% | -4.0% | -5.5% |
| 1Y | +11.5% | +13.6% | -2.1% | +9.6% |
| All | +212.7% | +209.2% | +3.4% | +163.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling