+123.5%
ROST vs ABCL
-79.5%
+203.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.7% | +2.3% |
| 7D | +2.8% | +12.4% | -9.6% | +2.1% |
| 30D | +6.6% | -0.4% | +6.9% | +6.4% |
| 3M | -7.0% | +80.4% | -87.3% | -10.8% |
| 6M | +5.4% | +138.5% | -133.2% | -1.8% |
| YTD | +32.4% | +265.5% | -233.1% | +18.8% |
| 1Y | +48.4% | +219.7% | -171.3% | +34.3% |
| 3Y | +99.5% | +209.4% | -109.9% | +74.7% |
| 5Y | +109.9% | -15.0% | +124.9% | +92.8% |
| All | +123.5% | -79.5% | +203.0% | +112.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling