+44.4%
ROST vs AA
-0.3%
+44.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -2.3% |
| 7D | +0.3% | +0.5% | -0.3% | +0.2% |
| 30D | +0.5% | -0.6% | +1.1% | +0.5% |
| 3M | -5.2% | -19.7% | +14.4% | -4.6% |
| 6M | +9.8% | -41.6% | +51.4% | +11.7% |
| YTD | +29.4% | -24.6% | +54.0% | +28.8% |
| 1Y | +44.4% | +4.9% | +39.5% | +38.4% |
| All | +44.4% | -0.3% | +44.7% | +38.4% |
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