+284.3%
AG vs ROP
+972.2%
-687.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -4.0% | -2.9% | -1.1% | -2.9% |
| 30D | -13.1% | +30.1% | -43.1% | -22.6% |
| 3M | -22.0% | +19.9% | -41.9% | -28.3% |
| 6M | -37.3% | +46.0% | -83.3% | -47.7% |
| YTD | -11.2% | +8.4% | -19.5% | -16.8% |
| 1Y | +23.9% | +8.8% | +15.1% | +16.0% |
| 3Y | +225.1% | -5.6% | +230.8% | +221.7% |
| 5Y | +7.7% | +3.0% | +4.7% | +1.6% |
| 10Y | +86.9% | +184.0% | -97.1% | -1.8% |
| All | +284.3% | +972.2% | -687.9% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling