+2,759.8%
RMD vs AGI
+5,381.0%
-2,621.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | -4.5% | +4.4% | -8.8% | -4.7% |
| 30D | +4.6% | +10.0% | -5.4% | +4.0% |
| 3M | +14.8% | +1.7% | +13.0% | +14.4% |
| 6M | -12.1% | -26.8% | +14.7% | -10.7% |
| YTD | -7.5% | -5.3% | -2.1% | -7.8% |
| 1Y | -20.1% | +11.5% | -31.6% | -21.2% |
| 3Y | +53.9% | +212.9% | -159.0% | +41.6% |
| 5Y | -22.2% | +388.8% | -411.0% | -30.7% |
| 10Y | +268.2% | +383.6% | -115.3% | +219.1% |
| All | +2,759.8% | +5,381.0% | -2,621.2% | +2,263.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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