+264.1%
AG vs ROK
+48.6%
+215.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -4.3% |
| 7D | -5.8% | -1.6% | -4.2% | -5.1% |
| 30D | +6.4% | -5.4% | +11.8% | +9.3% |
| 3M | +28.4% | -4.0% | +32.3% | +30.2% |
| 6M | -24.5% | +13.3% | -37.8% | -28.6% |
| YTD | +21.2% | +9.3% | +11.8% | +17.2% |
| 1Y | +114.1% | +25.8% | +88.3% | +97.7% |
| All | +264.1% | +48.6% | +215.5% | +168.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling