-35.4%
RBLX vs AG
+25.6%
-61.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.8% |
| 7D | +8.1% | -5.8% | +13.9% | +9.4% |
| 30D | +23.9% | +6.4% | +17.5% | +21.9% |
| 3M | +8.1% | +28.4% | -20.2% | +2.0% |
| 6M | -23.7% | -24.5% | +0.7% | -20.8% |
| YTD | -44.6% | +21.2% | -65.8% | -48.3% |
| 1Y | -66.2% | +114.1% | -180.3% | -72.5% |
| 3Y | +54.7% | +268.0% | -213.3% | +1.9% |
| 5Y | -48.9% | +67.3% | -116.3% | -60.0% |
| All | -35.4% | +25.6% | -61.0% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling