+45.9%
ROK vs AGI
+389.6%
-343.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.7% |
| 7D | -1.6% | -5.3% | +3.6% | -0.9% |
| 30D | -5.4% | +6.8% | -12.2% | -6.4% |
| 3M | -4.0% | +8.3% | -12.3% | -5.4% |
| 6M | +13.3% | -29.2% | +42.6% | +17.5% |
| YTD | +9.3% | -7.3% | +16.6% | +9.4% |
| 1Y | +25.8% | +8.0% | +17.8% | +23.2% |
| 3Y | +49.1% | +206.6% | -157.5% | +22.8% |
| 5Y | +45.9% | +398.1% | -352.3% | +9.2% |
| All | +45.9% | +389.6% | -343.7% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling