+53.9%
RGTI vs AA
+56.1%
-2.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.7% | -2.8% |
| 7D | +2.5% | -0.6% | +3.1% | +2.8% |
| 30D | -13.7% | -1.6% | -12.1% | -13.0% |
| 3M | -22.6% | -29.8% | +7.2% | -10.8% |
| 6M | -13.4% | -16.6% | +3.2% | -7.6% |
| YTD | -31.2% | -4.0% | -27.2% | -30.7% |
| 1Y | -7.6% | +63.5% | -71.1% | -25.2% |
| 3Y | +669.7% | +86.8% | +582.9% | +469.1% |
| 5Y | +57.0% | +12.4% | +44.7% | +37.5% |
| All | +53.9% | +56.1% | -2.2% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling