+33.4%
AG vs ROP
+10.4%
+23.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.9% | +5.2% | +9.9% |
| 7D | -2.6% | +11.7% | -14.3% | -0.2% |
| 30D | -12.1% | +35.5% | -47.6% | -6.7% |
| 3M | -6.6% | +25.6% | -32.2% | -1.9% |
| 6M | -20.5% | +39.3% | -59.7% | -13.0% |
| YTD | -7.4% | +11.6% | -19.1% | +12.8% |
| 1Y | +33.4% | +10.6% | +22.8% | +64.9% |
| All | +33.4% | +10.4% | +23.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling