+66.5%
AG vs ROK
+350.4%
-283.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.5% |
| 7D | -5.8% | -1.6% | -4.2% | -5.2% |
| 30D | +6.4% | -5.4% | +11.8% | +8.6% |
| 3M | +28.4% | -4.0% | +32.3% | +29.9% |
| 6M | -24.5% | +13.3% | -37.8% | -27.6% |
| YTD | +21.2% | +9.3% | +11.8% | +18.0% |
| 1Y | +114.1% | +25.8% | +88.3% | +100.0% |
| 3Y | +268.0% | +49.1% | +218.9% | +217.1% |
| 5Y | +67.3% | +45.9% | +21.5% | +40.7% |
| All | +66.5% | +350.4% | -283.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling