+56.8%
RGTI vs AFL
+133.8%
-77.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +0.5% | -1.6% | +2.1% | +0.7% |
| 30D | -17.1% | -4.0% | -13.1% | -16.6% |
| 3M | -26.0% | -0.5% | -25.5% | -26.3% |
| 6M | -9.9% | +6.5% | -16.4% | -12.1% |
| YTD | -31.1% | +6.2% | -37.2% | -32.9% |
| 1Y | -8.5% | +8.3% | -16.8% | -11.6% |
| 3Y | +652.2% | +62.5% | +589.7% | +512.8% |
| All | +56.8% | +133.8% | -77.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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