+56.2%
AG vs ROK
+47.1%
+9.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.7% |
| 7D | -6.7% | -1.2% | -5.5% | -6.2% |
| 30D | +2.2% | -4.8% | +7.0% | +4.5% |
| 3M | +15.7% | -6.1% | +21.8% | +18.4% |
| 6M | -23.8% | +15.5% | -39.3% | -28.4% |
| YTD | +17.6% | +11.2% | +6.5% | +12.9% |
| 1Y | +88.6% | +23.8% | +64.8% | +74.3% |
| 3Y | +253.4% | +53.1% | +200.3% | +190.5% |
| All | +56.2% | +47.1% | +9.1% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling