+384.7%
AGI vs RVTY
-33.1%
+417.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -2.7% | -4.5% | +1.8% | -1.5% |
| 30D | +7.2% | +5.5% | +1.8% | +5.8% |
| 3M | +4.3% | +22.5% | -18.3% | -1.1% |
| 6M | -27.1% | +38.9% | -66.0% | -33.0% |
| YTD | -6.6% | +28.7% | -35.4% | -12.9% |
| 1Y | +9.5% | +45.5% | -36.0% | -0.8% |
| 3Y | +208.4% | +16.4% | +192.1% | +185.3% |
| All | +384.7% | -33.1% | +417.8% | +380.2% |
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