+52.7%
ROST vs AA
+13.9%
+38.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.8% | +3.3% | +6.0% |
| 7D | +7.8% | +0.9% | +6.9% | +7.7% |
| 30D | +8.6% | -6.4% | +15.0% | +8.7% |
| 3M | -1.9% | -13.0% | +11.0% | -1.5% |
| 6M | +9.1% | -34.6% | +43.8% | +10.7% |
| YTD | +37.2% | -23.0% | +60.3% | +36.8% |
| 1Y | +52.7% | +16.0% | +36.8% | +48.2% |
| All | +52.7% | +13.9% | +38.8% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling