+2,921.5%
ROK vs AGI
+5,453.2%
-2,531.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +0.2% | +2.2% | -2.0% | 0.0% |
| 30D | -1.8% | +11.3% | -13.1% | -2.5% |
| 3M | -7.2% | +5.6% | -12.8% | -7.7% |
| 6M | +14.2% | -27.7% | +41.8% | +16.2% |
| YTD | +10.6% | -4.1% | +14.7% | +10.3% |
| 1Y | +25.9% | +13.8% | +12.1% | +24.0% |
| 3Y | +50.8% | +217.0% | -166.3% | +37.9% |
| 5Y | +47.0% | +404.3% | -357.3% | +29.7% |
| 10Y | +354.9% | +400.5% | -45.6% | +286.5% |
| All | +2,921.5% | +5,453.2% | -2,531.7% | +2,051.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling