+19.1%
AA vs ROP
-14.2%
+33.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.7% |
| 7D | +1.7% | -5.4% | +7.1% | +4.0% |
| 30D | +3.3% | -1.6% | +5.0% | +3.8% |
| 3M | -29.4% | +18.8% | -48.3% | -36.0% |
| 6M | -12.8% | +8.2% | -21.0% | -17.3% |
| YTD | -2.1% | -10.5% | +8.4% | +3.5% |
| 1Y | +62.8% | -23.7% | +86.5% | +91.9% |
| 3Y | +90.5% | -17.9% | +108.3% | +107.9% |
| 5Y | +19.1% | -15.3% | +34.4% | +18.8% |
| All | +19.1% | -14.2% | +33.3% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling