+70,808.4%
ROST vs AA
+295.2%
+70,513.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -8.9% | +5.0% | -13.9% | -10.0% |
| 3M | -0.8% | -35.8% | +35.0% | +7.7% |
| 6M | +8.5% | -18.4% | +26.9% | +10.9% |
| YTD | +28.6% | -5.5% | +34.1% | +26.6% |
| 1Y | +52.3% | +61.0% | -8.6% | +32.7% |
| 3Y | +94.8% | +66.2% | +28.6% | +59.1% |
| 5Y | +110.8% | +11.4% | +99.4% | +74.6% |
| 10Y | +304.5% | +116.9% | +187.7% | +146.1% |
| All | +70,808.4% | +295.2% | +70,513.2% | +22,964.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling