+111.1%
ROST vs AA
+5.3%
+105.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.7% |
| 7D | -2.5% | -5.4% | +2.9% | -1.9% |
| 30D | -10.3% | -10.7% | +0.4% | -9.2% |
| 3M | -2.6% | -26.2% | +23.6% | +0.7% |
| 6M | +6.5% | -20.9% | +27.5% | +8.4% |
| YTD | +25.9% | -8.6% | +34.6% | +25.1% |
| 1Y | +52.3% | +57.4% | -5.0% | +39.8% |
| 3Y | +94.6% | +77.8% | +16.7% | +68.8% |
| 5Y | +111.1% | +2.7% | +108.4% | +90.4% |
| All | +111.1% | +5.3% | +105.8% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling