+54.2%
RSP vs AGI
+208.5%
-154.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -0.4% | +4.4% | -4.8% | -0.7% |
| 30D | -1.5% | +10.0% | -11.5% | -2.3% |
| 3M | +4.8% | +1.7% | +3.1% | +4.4% |
| 6M | +10.3% | -26.8% | +37.1% | +12.5% |
| YTD | +14.1% | -5.3% | +19.4% | +13.6% |
| 1Y | +17.0% | +11.5% | +5.5% | +14.6% |
| 3Y | +54.2% | +212.9% | -158.7% | +30.0% |
| All | +54.2% | +208.5% | -154.3% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling