+216.8%
AGI vs RRC
+31.0%
+185.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.2% | -1.7% | +4.0% | +2.4% |
| 30D | +11.3% | +3.6% | +7.7% | +10.8% |
| 3M | +5.6% | +8.8% | -3.2% | +4.3% |
| 6M | -27.7% | +0.8% | -28.5% | -28.2% |
| YTD | -4.1% | +19.0% | -23.1% | -7.7% |
| 1Y | +13.8% | +22.9% | -9.1% | +8.7% |
| All | +216.8% | +31.0% | +185.8% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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