+0.3%
AGI vs RRX
+30.0%
-29.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.6% | +14.4% | +11.4% |
| 7D | -5.3% | +7.6% | -12.9% | -7.0% |
| 30D | -7.1% | +7.5% | -14.7% | -8.8% |
| 3M | +4.4% | -21.0% | +25.5% | +8.2% |
| 6M | -23.0% | -18.1% | -4.9% | -22.1% |
| YTD | -22.0% | +24.3% | -46.3% | -26.5% |
| 1Y | +0.3% | +29.3% | -29.0% | -7.0% |
| All | +0.3% | +30.0% | -29.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling