-68.1%
RGTI vs AGG
-0.5%
-67.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | -0.9% |
| 7D | -9.6% | +0.5% | -10.1% | -11.8% |
| 30D | -26.0% | +2.4% | -28.4% | -34.4% |
| 3M | -35.8% | -1.0% | -34.8% | -31.9% |
| 6M | -36.7% | -0.9% | -35.8% | -32.3% |
| YTD | -49.4% | -0.9% | -48.5% | -44.4% |
| 1Y | -68.1% | -0.5% | -67.6% | -65.9% |
| All | -68.1% | -0.5% | -67.6% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling