+112.3%
ROST vs ABCL
-41.3%
+153.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | -8.9% | +93.1% | -102.0% | -13.9% |
| 3M | -0.8% | +79.4% | -80.3% | -6.4% |
| 6M | +8.5% | +214.9% | -206.4% | -3.5% |
| YTD | +28.6% | +234.2% | -205.6% | +12.8% |
| 1Y | +52.3% | +174.8% | -122.4% | +35.2% |
| 3Y | +94.8% | +104.5% | -9.6% | +72.0% |
| All | +112.3% | -41.3% | +153.6% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling