+50.5%
RSP vs AGI
+392.7%
-342.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -1.8% | +2.2% | -4.0% | -2.0% |
| 30D | -2.5% | +11.3% | -13.8% | -3.7% |
| 3M | +3.0% | +5.6% | -2.6% | +2.1% |
| 6M | +8.9% | -27.7% | +36.6% | +11.9% |
| YTD | +13.0% | -4.1% | +17.0% | +12.1% |
| 1Y | +16.2% | +13.8% | +2.5% | +12.7% |
| 3Y | +52.7% | +217.0% | -164.3% | +26.8% |
| 5Y | +50.5% | +404.3% | -353.9% | +16.1% |
| All | +50.5% | +392.7% | -342.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling