+333.1%
RCL vs AGI
+392.3%
-59.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -1.9% | -2.7% | +0.8% | -1.7% |
| 30D | -15.5% | +7.2% | -22.8% | -16.0% |
| 3M | -9.7% | +4.3% | -13.9% | -10.1% |
| 6M | -8.7% | -27.1% | +18.4% | -7.4% |
| YTD | -5.8% | -6.6% | +0.9% | -5.8% |
| 1Y | -24.5% | +9.5% | -34.0% | -25.3% |
| 3Y | +173.9% | +208.4% | -34.5% | +153.9% |
| 5Y | +228.0% | +401.6% | -173.7% | +195.7% |
| All | +333.1% | +392.3% | -59.3% | +284.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling