+1,081.3%
RSP vs AGI
+5,453.2%
-4,371.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.8% | +2.2% | -4.0% | -1.9% |
| 30D | -2.5% | +11.3% | -13.8% | -3.1% |
| 3M | +3.0% | +5.6% | -2.6% | +2.5% |
| 6M | +8.9% | -27.7% | +36.6% | +10.3% |
| YTD | +13.0% | -4.1% | +17.0% | +12.6% |
| 1Y | +16.2% | +13.8% | +2.5% | +14.7% |
| 3Y | +52.7% | +217.0% | -164.3% | +42.3% |
| 5Y | +50.5% | +404.3% | -353.9% | +36.4% |
| 10Y | +209.8% | +400.5% | -190.7% | +173.0% |
| All | +1,081.3% | +5,453.2% | -4,371.9% | +855.5% |
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