+95.0%
ROST vs ABCL
+185.8%
-90.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.3% |
| 7D | +0.3% | -3.3% | +3.5% | +0.4% |
| 30D | +0.5% | -7.1% | +7.6% | +0.6% |
| 3M | -5.2% | +4.7% | -10.0% | -5.6% |
| 6M | +9.8% | +140.9% | -131.0% | +4.5% |
| YTD | +29.4% | +236.0% | -206.6% | +19.8% |
| 1Y | +44.4% | +217.4% | -173.0% | +34.1% |
| 3Y | +95.0% | +188.7% | -93.7% | +74.8% |
| All | +95.0% | +185.8% | -90.8% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling