+35.3%
AG vs ROIV
+270.3%
-235.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.4% | +0.7% |
| 7D | +6.3% | +5.3% | +1.0% | +5.3% |
| 30D | -8.9% | +11.9% | -20.8% | -10.8% |
| 3M | -12.2% | +10.7% | -22.9% | -14.2% |
| 6M | -28.3% | +34.9% | -63.2% | -32.5% |
| YTD | -8.8% | +79.2% | -88.0% | -18.4% |
| 1Y | +39.4% | +89.0% | -49.7% | +23.5% |
| 3Y | +229.4% | +337.3% | -107.9% | +154.3% |
| 5Y | +14.5% | +402.3% | -387.8% | -21.7% |
| All | +35.3% | +270.3% | -235.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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