+6.5%
ROST vs AAOX
-52.8%
+59.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.2% | -11.8% | -0.4% |
| 7D | 0.0% | +15.2% | -15.2% | +0.3% |
| 30D | -10.2% | -40.3% | +30.2% | -10.6% |
| 3M | +1.0% | -81.2% | +82.2% | -0.1% |
| All | +6.5% | -52.8% | +59.3% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 AAOX 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 · Available span rolling