+279.0%
AG vs ROP
-18.5%
+297.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.8% | -0.7% |
| 7D | +4.5% | -5.4% | +9.9% | +5.3% |
| 30D | +12.9% | -1.6% | +14.5% | +13.1% |
| 3M | +20.9% | +18.8% | +2.1% | +17.5% |
| 6M | -19.5% | +8.2% | -27.7% | -19.9% |
| YTD | +24.8% | -10.5% | +35.3% | +32.5% |
| 1Y | +120.2% | -23.7% | +144.0% | +150.4% |
| 3Y | +279.0% | -17.9% | +296.9% | +334.9% |
| All | +279.0% | -18.5% | +297.5% | +334.9% |
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 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