-35.9%
RBLX vs AG
+32.0%
-68.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.1% |
| 7D | +8.0% | -0.1% | +8.1% | +8.0% |
| 30D | +20.2% | +12.5% | +7.7% | +16.9% |
| 3M | +3.5% | +28.2% | -24.6% | -2.3% |
| 6M | -28.9% | -18.8% | -10.1% | -27.3% |
| YTD | -45.1% | +27.4% | -72.4% | -49.3% |
| 1Y | -66.2% | +132.2% | -198.4% | -72.9% |
| 3Y | +53.5% | +286.9% | -233.4% | +0.1% |
| 5Y | -48.4% | +72.8% | -121.2% | -59.8% |
| All | -35.9% | +32.0% | -68.0% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling