+81.7%
AA vs ROP
-15.8%
+97.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.5% |
| 7D | -0.7% | -4.4% | +3.7% | +0.1% |
| 30D | +5.0% | +3.2% | +1.8% | +4.3% |
| 3M | -35.8% | +23.1% | -58.9% | -39.2% |
| 6M | -18.4% | +13.3% | -31.7% | -20.8% |
| YTD | -5.5% | -7.9% | +2.4% | +0.7% |
| 1Y | +61.0% | -22.1% | +83.0% | +88.7% |
| All | +81.7% | -15.8% | +97.5% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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