+5,459.2%
AGI vs RVTY
+1,427.4%
+4,031.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | +18.2% | +13.2% | +5.0% | +15.6% |
| 3M | -4.1% | +27.2% | -31.4% | -8.3% |
| 6M | -28.7% | +32.4% | -61.1% | -32.4% |
| YTD | -4.0% | +34.9% | -38.8% | -9.4% |
| 1Y | +17.4% | +52.4% | -35.0% | +8.2% |
| 3Y | +203.0% | +12.3% | +190.7% | +189.2% |
| 5Y | +376.7% | -30.8% | +407.5% | +387.5% |
| 10Y | +407.5% | +150.7% | +256.8% | +305.4% |
| All | +5,459.2% | +1,427.4% | +4,031.8% | +3,033.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling