+52.3%
ROST vs ABCL
+186.8%
-134.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | -8.9% | +93.1% | -102.0% | -9.0% |
| 3M | -0.8% | +79.4% | -80.3% | -1.1% |
| 6M | +8.5% | +214.9% | -206.4% | +5.2% |
| YTD | +28.6% | +234.2% | -205.6% | +23.5% |
| 1Y | +52.3% | +174.8% | -122.4% | +50.1% |
| All | +52.3% | +186.8% | -134.5% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling