+208.4%
AGI vs RNG
+119.8%
+88.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.7% | -6.1% | +3.4% | -2.4% |
| 30D | +7.2% | +9.6% | -2.4% | +6.6% |
| 3M | +4.3% | +83.3% | -79.1% | -0.1% |
| 6M | -27.1% | +77.9% | -105.0% | -30.4% |
| YTD | -6.6% | +139.9% | -146.5% | -14.4% |
| 1Y | +9.5% | +121.7% | -112.1% | +0.8% |
| 3Y | +208.4% | +121.9% | +86.6% | +178.1% |
| All | +208.4% | +119.8% | +88.7% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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