+4,227.8%
AGI vs RL
+2,185.2%
+2,042.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -4.1% |
| 7D | -7.5% | +2.4% | -9.9% | -7.6% |
| 30D | -9.9% | +4.6% | -14.4% | -10.1% |
| 3M | -14.2% | -1.1% | -13.0% | -14.2% |
| 6M | -35.2% | +16.5% | -51.7% | -35.9% |
| YTD | -25.2% | +11.4% | -36.7% | -25.8% |
| 1Y | -14.3% | +16.1% | -30.4% | -15.2% |
| 3Y | +127.7% | +252.6% | -124.9% | +112.4% |
| 5Y | +243.4% | +244.9% | -1.4% | +218.3% |
| 10Y | +384.1% | +342.4% | +41.8% | +339.7% |
| All | +4,227.8% | +2,185.2% | +2,042.6% | +4,175.2% |
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