+313.0%
AA vs ROP
+25,523.2%
-25,210.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.7% |
| 7D | -0.7% | -4.4% | +3.7% | +1.1% |
| 30D | +5.0% | +3.2% | +1.8% | +3.6% |
| 3M | -35.8% | +23.1% | -58.9% | -41.6% |
| 6M | -18.4% | +13.3% | -31.7% | -23.8% |
| YTD | -5.5% | -7.9% | +2.4% | -5.0% |
| 1Y | +61.0% | -22.1% | +83.0% | +72.7% |
| 3Y | +66.2% | -16.8% | +83.0% | +73.8% |
| 5Y | +11.4% | -13.5% | +24.9% | +15.0% |
| 10Y | +116.9% | +137.7% | -20.8% | +56.3% |
| All | +313.0% | +25,523.2% | -25,210.3% | +63.6% |
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