+1,119.3%
RSP vs AGI
+4,227.8%
-3,108.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.7% |
| 7D | +1.8% | -7.5% | +9.3% | +2.2% |
| 30D | +3.5% | -9.9% | +13.4% | +3.9% |
| 3M | +0.2% | -14.2% | +14.4% | +0.8% |
| 6M | +9.1% | -35.2% | +44.3% | +11.2% |
| YTD | +16.6% | -25.2% | +41.8% | +17.6% |
| 1Y | +17.9% | -14.3% | +32.2% | +18.0% |
| 3Y | +64.6% | +127.7% | -63.1% | +55.9% |
| 5Y | +48.4% | +243.4% | -195.0% | +36.9% |
| 10Y | +212.9% | +384.1% | -171.2% | +176.5% |
| All | +1,119.3% | +4,227.8% | -3,108.5% | +897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling