+415.2%
AGI vs RRC
+149.1%
+266.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.2% | -1.7% | +4.0% | +2.5% |
| 30D | +11.3% | +3.6% | +7.7% | +10.7% |
| 3M | +5.6% | +8.8% | -3.2% | +4.2% |
| 6M | -27.7% | +0.8% | -28.5% | -28.2% |
| YTD | -4.1% | +19.0% | -23.1% | -7.3% |
| 1Y | +13.8% | +22.9% | -9.1% | +9.2% |
| 3Y | +217.0% | +32.3% | +184.7% | +196.1% |
| All | +415.2% | +149.1% | +266.1% | +329.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling