+28.8%
RBLX vs AG
+195.3%
-166.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -2.5% |
| 7D | +1.2% | -10.0% | +11.2% | +3.1% |
| 30D | +5.0% | -10.5% | +15.5% | +7.2% |
| 3M | +31.5% | -27.3% | +58.8% | +38.0% |
| 6M | +18.9% | -43.0% | +61.9% | +28.6% |
| YTD | -38.4% | -17.9% | -20.5% | -37.2% |
| 1Y | -50.7% | +11.9% | -62.6% | -52.0% |
| 3Y | +28.8% | +201.8% | -173.0% | +8.8% |
| All | +28.8% | +195.3% | -166.5% | +8.8% |
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