+451.1%
AG vs ROK
+920.0%
-468.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +12.5% | -1.8% | +14.2% | +13.4% |
| 3M | +28.2% | -7.2% | +35.3% | +32.0% |
| 6M | -18.8% | +14.2% | -33.0% | -23.5% |
| YTD | +27.4% | +10.6% | +16.8% | +22.3% |
| 1Y | +132.2% | +25.9% | +106.3% | +111.7% |
| 3Y | +286.9% | +50.8% | +236.1% | +215.0% |
| 5Y | +72.8% | +47.0% | +25.7% | +37.8% |
| 10Y | +74.6% | +354.9% | -280.3% | -24.9% |
| All | +451.1% | +920.0% | -468.9% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling