+5,381.0%
AGI vs RL
+1,924.7%
+3,456.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +4.4% | +1.9% | +2.5% | +4.3% |
| 30D | +10.0% | -12.2% | +22.2% | +10.8% |
| 3M | +1.7% | -6.6% | +8.4% | +2.2% |
| 6M | -26.8% | +3.2% | -29.9% | -26.9% |
| YTD | -5.3% | -1.3% | -4.0% | -5.4% |
| 1Y | +11.5% | +13.6% | -2.1% | +10.7% |
| 3Y | +212.9% | +210.9% | +2.0% | +194.2% |
| 5Y | +388.8% | +246.9% | +141.9% | +354.6% |
| 10Y | +383.6% | +310.1% | +73.5% | +341.2% |
| All | +5,381.0% | +1,924.7% | +3,456.3% | +5,356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling