+540.5%
RSP vs AG
+294.5%
+246.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.5% |
| 7D | -1.0% | +6.3% | -7.3% | -1.6% |
| 30D | +2.6% | -8.9% | +11.5% | +3.3% |
| 3M | -0.8% | -12.2% | +11.4% | 0.0% |
| 6M | +6.3% | -28.3% | +34.6% | +8.4% |
| YTD | +14.1% | -8.8% | +23.0% | +12.8% |
| 1Y | +18.0% | +39.4% | -21.3% | +12.0% |
| 3Y | +61.0% | +229.4% | -168.4% | +36.7% |
| 5Y | +45.6% | +14.5% | +31.0% | +32.4% |
| 10Y | +220.2% | +82.7% | +137.5% | +156.7% |
| All | +540.5% | +294.5% | +246.1% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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