+258.4%
AGI vs RL
+246.0%
+12.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.5% |
| 7D | 0.0% | -4.4% | +4.4% | +0.7% |
| 30D | -7.6% | +5.6% | -13.2% | -8.6% |
| 3M | -10.2% | -0.6% | -9.6% | -10.3% |
| 6M | -31.5% | +15.5% | -47.0% | -33.5% |
| YTD | -22.0% | +12.3% | -34.3% | -24.1% |
| 1Y | -7.9% | +19.3% | -27.2% | -11.1% |
| 3Y | +137.6% | +255.5% | -118.0% | +86.5% |
| All | +258.4% | +246.0% | +12.3% | +158.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling