+53.1%
RGTI vs AIG
+81.2%
-28.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -2.4% | +2.2% | +0.9% |
| 30D | -16.2% | -2.9% | -13.2% | -15.2% |
| 3M | -22.0% | +0.8% | -22.8% | -23.1% |
| 6M | -10.8% | -2.7% | -8.1% | -10.9% |
| YTD | -31.6% | -11.2% | -20.4% | -28.8% |
| 1Y | -6.4% | -1.5% | -4.9% | -8.9% |
| 3Y | +665.7% | +34.4% | +631.3% | +527.3% |
| 5Y | +55.6% | +54.4% | +1.2% | +23.0% |
| All | +53.1% | +81.2% | -28.1% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling