+5,269.5%
AGI vs RRX
+1,197.7%
+4,071.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.0% |
| 7D | -5.3% | -3.7% | -1.5% | -4.7% |
| 30D | +6.8% | -9.3% | +16.0% | +8.4% |
| 3M | +8.3% | -21.8% | +30.1% | +11.7% |
| 6M | -29.2% | -22.0% | -7.2% | -27.2% |
| YTD | -7.3% | +11.9% | -19.2% | -10.2% |
| 1Y | +8.0% | +11.6% | -3.6% | +4.5% |
| 3Y | +206.6% | +2.2% | +204.4% | +191.0% |
| 5Y | +398.1% | +14.9% | +383.3% | +354.0% |
| 10Y | +384.0% | +214.2% | +169.7% | +251.2% |
| All | +5,269.5% | +1,197.7% | +4,071.8% | +3,269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling