+66.5%
AG vs ROP
+135.7%
-69.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.8% |
| 7D | -5.8% | -8.0% | +2.2% | -3.9% |
| 30D | +6.4% | -2.7% | +9.1% | +7.1% |
| 3M | +28.4% | +16.6% | +11.8% | +22.8% |
| 6M | -24.5% | +10.4% | -34.8% | -27.1% |
| YTD | +21.2% | -12.1% | +33.3% | +24.6% |
| 1Y | +114.1% | -23.6% | +137.7% | +129.5% |
| 3Y | +268.0% | -19.3% | +287.4% | +287.9% |
| 5Y | +67.3% | -15.4% | +82.7% | +72.1% |
| All | +66.5% | +135.7% | -69.2% | +36.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling