+1,130.0%
RSP vs AGI
+4,416.0%
-3,286.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +4.4% | -7.6% | +12.0% | +4.8% |
| 3M | +1.3% | -10.2% | +11.5% | +1.7% |
| 6M | +10.0% | -31.5% | +41.5% | +11.7% |
| YTD | +17.6% | -22.0% | +39.6% | +18.3% |
| 1Y | +19.2% | -7.9% | +27.1% | +18.9% |
| 3Y | +66.0% | +137.6% | -71.5% | +56.9% |
| 5Y | +50.4% | +256.7% | -206.3% | +38.5% |
| 10Y | +215.7% | +405.2% | -189.5% | +178.3% |
| All | +1,130.0% | +4,416.0% | -3,286.0% | +904.3% |
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