+652.2%
RGTI vs AIG
+33.9%
+618.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +0.5% | -1.2% | +1.6% | +0.9% |
| 30D | -17.1% | -1.1% | -16.0% | -16.9% |
| 3M | -26.0% | +0.7% | -26.7% | -27.0% |
| 6M | -9.9% | -2.2% | -7.7% | -10.2% |
| YTD | -31.1% | -10.8% | -20.2% | -27.9% |
| 1Y | -8.5% | -2.0% | -6.5% | -10.9% |
| 3Y | +652.2% | +34.8% | +617.4% | +408.9% |
| All | +652.2% | +33.9% | +618.3% | +408.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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