+66.8%
AA vs ROP
-5.1%
+71.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -0.6% | +28.8% | -29.4% | -3.3% |
| 3M | -19.7% | +21.1% | -40.7% | -21.3% |
| 6M | -41.6% | +52.5% | -94.1% | -45.8% |
| YTD | -24.6% | +8.9% | -33.5% | -21.3% |
| 1Y | +4.9% | +8.2% | -3.4% | +9.9% |
| 3Y | +66.8% | -5.2% | +72.0% | +79.1% |
| All | +66.8% | -5.1% | +71.9% | +79.1% |
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