-0.5%
AGG vs ROP
+10.4%
-10.9%
-5.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.5% | +0.4% |
| 7D | +0.5% | +11.7% | -11.2% | +0.3% |
| 30D | +2.4% | +35.5% | -33.1% | +2.0% |
| 3M | -1.0% | +25.6% | -26.6% | -1.3% |
| 6M | -0.9% | +39.3% | -40.2% | -1.2% |
| YTD | -0.9% | +11.6% | -12.5% | -0.6% |
| 1Y | -0.5% | +10.6% | -11.1% | -0.2% |
| All | -0.5% | +10.4% | -10.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling