+15.6%
RSP vs AGI
+9.5%
+6.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | -3.1% | -5.4% | +2.2% | -2.8% |
| 30D | -3.4% | +6.6% | -10.0% | -3.9% |
| 3M | +3.6% | +8.2% | -4.6% | +2.8% |
| 6M | +9.0% | -29.3% | +38.3% | +11.0% |
| YTD | +12.2% | -7.4% | +19.5% | +12.5% |
| 1Y | +15.6% | +7.9% | +7.6% | +14.4% |
| All | +15.6% | +9.5% | +6.1% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling