+308.5%
ROST vs AA
+121.9%
+186.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -11.4% | -1.6% | -9.9% | -11.4% |
| 3M | -1.6% | -29.8% | +28.2% | +4.1% |
| 6M | +6.8% | -16.6% | +23.4% | +8.5% |
| YTD | +25.8% | -4.0% | +29.8% | +23.6% |
| 1Y | +52.4% | +63.5% | -11.1% | +33.9% |
| 3Y | +94.4% | +86.8% | +7.6% | +57.5% |
| 5Y | +108.2% | +12.4% | +95.8% | +73.9% |
| 10Y | +308.5% | +132.3% | +176.2% | +131.8% |
| All | +308.5% | +121.9% | +186.6% | +131.8% |
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