+318.1%
ROST vs AA
+46.8%
+271.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.5% |
| 7D | -1.8% | +1.1% | -3.0% | -2.1% |
| 30D | +6.8% | -1.3% | +8.1% | +7.0% |
| 3M | -4.0% | -23.9% | +19.9% | +0.5% |
| 6M | +12.9% | -36.8% | +49.7% | +21.2% |
| YTD | +34.7% | -22.2% | +56.9% | +37.2% |
| 1Y | +49.5% | +10.4% | +39.1% | +41.8% |
| 3Y | +101.5% | +72.0% | +29.5% | +64.8% |
| 5Y | +120.7% | -15.6% | +136.3% | +96.1% |
| All | +318.1% | +46.8% | +271.3% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling