+97.6%
AGG vs ROST
+4,662.3%
-4,564.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | -0.2% |
| 7D | -0.2% | -2.2% | +2.1% | -0.2% |
| 30D | -0.2% | -11.4% | +11.2% | -0.2% |
| 3M | -0.7% | -1.6% | +0.9% | -0.7% |
| 6M | -1.8% | +6.8% | -8.6% | -1.7% |
| YTD | -0.6% | +25.8% | -26.4% | -0.5% |
| 1Y | +0.4% | +52.4% | -52.0% | +0.5% |
| 3Y | +13.2% | +94.4% | -81.2% | +13.4% |
| 5Y | -2.0% | +108.2% | -110.2% | -1.7% |
| 10Y | +15.1% | +308.5% | -293.4% | +16.6% |
| All | +97.6% | +4,662.3% | -4,564.6% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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