+244.1%
AGI vs RVTY
-15.1%
+259.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -10.1% | -0.5% | -9.7% | -10.0% |
| 30D | -6.5% | +1.5% | -8.1% | -7.2% |
| 3M | -12.8% | +31.5% | -44.3% | -19.5% |
| 6M | -34.3% | +62.7% | -97.0% | -42.6% |
| YTD | -25.6% | +60.0% | -85.6% | -35.1% |
| 1Y | -14.2% | +65.7% | -79.9% | -25.8% |
| 3Y | +127.3% | +85.2% | +42.1% | +83.0% |
| All | +244.1% | -15.1% | +259.2% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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