-43.0%
AG vs ROP
+50.5%
-93.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.3% |
| 7D | -10.0% | +0.7% | -10.7% | -9.8% |
| 30D | -10.5% | +28.8% | -39.3% | -4.5% |
| 3M | -27.3% | +21.1% | -48.3% | -23.4% |
| 6M | -43.0% | +52.5% | -95.5% | -34.3% |
| All | -43.0% | +50.5% | -93.5% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling