+228.9%
AG vs ROP
-5.2%
+234.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.9% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | -13.5% | +30.3% | -43.9% | -16.1% |
| 3M | -20.7% | +17.8% | -38.4% | -21.9% |
| 6M | -31.5% | +38.9% | -70.4% | -34.5% |
| YTD | -10.1% | +7.6% | -17.8% | -5.9% |
| 1Y | +26.0% | +6.5% | +19.5% | +32.6% |
| 3Y | +228.9% | -6.3% | +235.2% | +234.5% |
| All | +228.9% | -5.2% | +234.1% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling