+97.9%
ROST vs AA
+89.1%
+8.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.7% |
| 7D | +0.2% | +1.7% | -1.4% | +0.1% |
| 30D | -10.0% | +3.3% | -13.3% | -10.3% |
| 3M | +1.2% | -29.4% | +30.6% | +4.3% |
| 6M | +8.9% | -12.8% | +21.8% | +9.4% |
| YTD | +28.1% | -2.1% | +30.2% | +26.5% |
| 1Y | +53.0% | +62.8% | -9.8% | +42.0% |
| 3Y | +97.9% | +90.5% | +7.4% | +75.7% |
| All | +97.9% | +89.1% | +8.7% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling