+227.6%
AA vs ROP
+29,884.4%
-29,656.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +4.1% |
| 7D | +0.9% | +2.1% | -1.3% | 0.0% |
| 30D | -6.7% | +32.9% | -39.6% | -17.1% |
| 3M | -16.3% | +20.0% | -36.4% | -22.8% |
| 6M | -37.1% | +36.4% | -73.5% | -45.7% |
| YTD | -25.0% | +7.8% | -32.8% | -29.7% |
| 1Y | +8.6% | +8.0% | +0.6% | +1.9% |
| 3Y | +57.2% | -3.5% | +60.7% | +53.6% |
| 5Y | -13.0% | +1.5% | -14.5% | -16.3% |
| 10Y | +65.5% | +198.5% | -132.9% | +8.4% |
| All | +227.6% | +29,884.4% | -29,656.7% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling