+8.7%
AG vs ROP
+0.5%
+8.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | -13.5% | +30.3% | -43.9% | -20.0% |
| 3M | -20.7% | +17.8% | -38.4% | -24.4% |
| 6M | -31.5% | +38.9% | -70.4% | -38.8% |
| YTD | -10.1% | +7.6% | -17.8% | -10.5% |
| 1Y | +26.0% | +6.5% | +19.5% | +26.2% |
| 3Y | +228.9% | -6.3% | +235.2% | +246.8% |
| 5Y | +8.7% | +0.9% | +7.7% | +5.9% |
| All | +8.7% | +0.5% | +8.2% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling