+2,415.4%
RSG vs AGI
+5,453.2%
-3,037.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | 0.0% | +2.2% | -2.2% | -0.1% |
| 30D | +3.7% | +11.3% | -7.6% | +3.3% |
| 3M | +6.2% | +5.6% | +0.5% | +5.9% |
| 6M | -2.8% | -27.7% | +24.9% | -2.1% |
| YTD | +5.9% | -4.1% | +10.0% | +5.6% |
| 1Y | -1.8% | +13.8% | -15.6% | -2.6% |
| 3Y | +57.5% | +217.0% | -159.6% | +51.1% |
| 5Y | +91.1% | +404.3% | -313.3% | +80.3% |
| 10Y | +428.1% | +400.5% | +27.6% | +390.6% |
| All | +2,415.4% | +5,453.2% | -3,037.7% | +2,159.5% |
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