+54.2%
RGTI vs AFL
+145.8%
-91.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| YTD | -31.1% | +6.2% | -37.2% | -32.8% |
| 1Y | -8.5% | +8.3% | -16.8% | -11.4% |
| 3Y | +652.2% | +62.5% | +589.7% | +524.0% |
| 5Y | +56.8% | +136.2% | -79.4% | +19.1% |
| All | +54.2% | +145.8% | -91.5% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling