+4,206.7%
AGI vs RRC
+1,316.0%
+2,890.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -10.1% | +6.4% | -16.5% | -11.2% |
| 30D | -6.5% | +23.9% | -30.4% | -10.5% |
| 3M | -12.8% | +30.2% | -43.0% | -17.3% |
| 6M | -34.3% | +26.3% | -60.6% | -37.6% |
| YTD | -25.6% | +48.1% | -73.7% | -31.7% |
| 1Y | -14.2% | +37.7% | -51.9% | -20.2% |
| 3Y | +127.3% | +60.3% | +67.0% | +101.9% |
| 5Y | +241.8% | +135.3% | +106.5% | +170.2% |
| 10Y | +381.8% | +73.3% | +308.4% | +264.0% |
| All | +4,206.7% | +1,316.0% | +2,890.7% | +1,076.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling