+55.9%
RBLX vs AG
+278.6%
-222.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.0% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +20.2% | +12.5% | +7.7% | +17.7% |
| 3M | +3.5% | +28.2% | -24.6% | -0.8% |
| 6M | -28.9% | -18.8% | -10.1% | -27.9% |
| YTD | -45.1% | +27.4% | -72.4% | -47.6% |
| 1Y | -66.2% | +132.2% | -198.4% | -70.3% |
| All | +55.9% | +278.6% | -222.7% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling