+99.5%
ROST vs AA
+67.2%
+32.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.2% |
| 7D | +3.2% | +1.2% | +1.9% | +3.1% |
| 30D | +7.4% | -5.0% | +12.5% | +7.8% |
| 3M | -6.1% | -22.2% | +16.2% | -4.3% |
| 6M | +6.2% | -36.3% | +42.6% | +9.7% |
| YTD | +33.4% | -24.2% | +57.6% | +34.5% |
| 1Y | +48.8% | +3.9% | +44.9% | +44.9% |
| 3Y | +99.5% | +67.6% | +32.0% | +84.0% |
| All | +99.5% | +67.2% | +32.4% | +84.0% |
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