+94.9%
ROST vs ABCL
+156.0%
-61.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -2.0% |
| 7D | +1.2% | -3.2% | +4.4% | +1.3% |
| 30D | +2.5% | -7.4% | +9.9% | +2.6% |
| 3M | -9.0% | +81.9% | -90.9% | -11.4% |
| 6M | +1.3% | +135.7% | -134.4% | -3.5% |
| YTD | +29.1% | +247.4% | -218.3% | +19.4% |
| 1Y | +45.4% | +162.3% | -116.8% | +36.7% |
| 3Y | +94.9% | +165.5% | -70.6% | +75.0% |
| All | +94.9% | +156.0% | -61.2% | +75.0% |
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