+227.1%
RCL vs AGI
+392.7%
-165.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -2.2% | +2.2% | -4.4% | -2.5% |
| 30D | -15.7% | +11.3% | -26.9% | -17.0% |
| 3M | -8.0% | +5.6% | -13.6% | -9.0% |
| 6M | -10.1% | -27.7% | +17.5% | -7.0% |
| YTD | -5.9% | -4.1% | -1.8% | -6.5% |
| 1Y | -23.5% | +13.8% | -37.3% | -26.1% |
| 3Y | +174.4% | +217.0% | -42.7% | +115.5% |
| 5Y | +227.1% | +404.3% | -177.2% | +127.0% |
| All | +227.1% | +392.7% | -165.5% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling