+4,206.7%
AGI vs RVTY
+1,711.7%
+2,495.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -10.1% | -0.5% | -9.7% | -10.0% |
| 30D | -6.5% | +1.5% | -8.1% | -7.0% |
| 3M | -12.8% | +31.5% | -44.3% | -17.5% |
| 6M | -34.3% | +62.7% | -97.0% | -40.2% |
| YTD | -25.6% | +60.0% | -85.6% | -32.3% |
| 1Y | -14.2% | +65.7% | -79.9% | -22.5% |
| 3Y | +127.3% | +85.2% | +42.1% | +97.9% |
| 5Y | +241.8% | -14.9% | +256.7% | +235.4% |
| 10Y | +381.8% | +211.9% | +169.9% | +267.9% |
| All | +4,206.7% | +1,711.7% | +2,495.1% | +2,240.2% |
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 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