+52.3%
ROST vs AA
+63.2%
-10.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -8.9% | +5.0% | -13.9% | -9.1% |
| 3M | -0.8% | -35.8% | +35.0% | +1.2% |
| 6M | +8.5% | -18.4% | +26.9% | +9.1% |
| YTD | +28.6% | -5.5% | +34.1% | +27.3% |
| 1Y | +52.3% | +61.0% | -8.6% | +44.4% |
| All | +52.3% | +63.2% | -10.9% | +44.4% |
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