+348.5%
ROK vs AGI
+392.3%
-43.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -1.2% | -2.7% | +1.5% | -1.1% |
| 30D | -4.8% | +7.2% | -12.0% | -5.3% |
| 3M | -6.1% | +4.3% | -10.4% | -6.6% |
| 6M | +15.5% | -27.1% | +42.6% | +17.4% |
| YTD | +11.2% | -6.6% | +17.8% | +11.2% |
| 1Y | +23.8% | +9.5% | +14.3% | +22.5% |
| 3Y | +53.1% | +208.4% | -155.3% | +41.5% |
| 5Y | +48.3% | +401.6% | -353.4% | +33.0% |
| All | +348.5% | +392.3% | -43.8% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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