-2.1%
RSG vs AR
+22.8%
-25.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | +2.8% | +3.5% | -0.8% | +2.5% |
| 3M | +4.3% | +9.9% | -5.6% | +3.3% |
| 6M | -0.5% | +4.5% | -5.1% | -1.2% |
| YTD | +5.2% | +13.7% | -8.4% | +4.1% |
| 1Y | -2.1% | +19.2% | -21.4% | -3.1% |
| All | -2.1% | +22.8% | -25.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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