+117.1%
ROST vs ABCL
-81.3%
+198.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.9% |
| 3M | -0.8% | +79.4% | -80.3% | -5.2% |
| 6M | +8.5% | +214.9% | -206.4% | -0.8% |
| YTD | +28.6% | +234.2% | -205.6% | +16.4% |
| 1Y | +52.3% | +174.8% | -122.4% | +39.1% |
| 3Y | +94.8% | +104.5% | -9.6% | +76.2% |
| 5Y | +110.8% | -39.0% | +149.8% | +94.6% |
| All | +117.1% | -81.3% | +198.4% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling