+404.3%
AGI vs RL
+233.3%
+171.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.7% | +1.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +11.3% | -17.5% | +28.8% | +14.9% |
| 3M | +5.6% | -14.0% | +19.6% | +8.3% |
| 6M | -27.7% | -2.0% | -25.7% | -27.5% |
| YTD | -4.1% | -4.6% | +0.5% | -3.7% |
| 1Y | +13.8% | +9.5% | +4.3% | +12.1% |
| 3Y | +217.0% | +200.5% | +16.6% | +162.1% |
| 5Y | +404.3% | +226.3% | +178.1% | +290.7% |
| All | +404.3% | +233.3% | +171.0% | +290.7% |
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