+646.8%
RGTI vs AA
+73.4%
+573.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | +2.1% |
| 7D | -0.1% | -5.4% | +5.3% | +2.9% |
| 30D | -16.2% | -10.7% | -5.5% | -10.9% |
| 3M | -22.0% | -26.2% | +4.1% | -9.0% |
| 6M | -10.8% | -20.9% | +10.2% | -0.9% |
| YTD | -31.6% | -8.6% | -22.9% | -29.8% |
| 1Y | -6.4% | +57.4% | -63.8% | -28.4% |
| All | +646.8% | +73.4% | +573.4% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling