+208.4%
AGI vs RRX
+5.4%
+203.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.3% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | +7.2% | -6.1% | +13.4% | +7.9% |
| 3M | +4.3% | -23.1% | +27.3% | +6.4% |
| 6M | -27.1% | -19.5% | -7.6% | -26.3% |
| YTD | -6.6% | +16.1% | -22.7% | -7.4% |
| 1Y | +9.5% | +12.9% | -3.4% | +8.6% |
| 3Y | +208.4% | +7.9% | +200.5% | +204.9% |
| All | +208.4% | +5.4% | +203.1% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling