+303.0%
ROST vs ACGL
+263.8%
+39.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.7% |
| 7D | +0.2% | -2.9% | +3.2% | +1.6% |
| 30D | -10.0% | -2.8% | -7.2% | -8.8% |
| 3M | +1.2% | +6.8% | -5.6% | -2.2% |
| 6M | +8.9% | -1.5% | +10.5% | +9.0% |
| YTD | +28.1% | -0.2% | +28.3% | +26.7% |
| 1Y | +53.0% | +5.3% | +47.7% | +47.0% |
| 3Y | +97.9% | +30.3% | +67.6% | +63.9% |
| 5Y | +112.0% | +151.8% | -39.8% | +17.6% |
| 10Y | +303.0% | +266.9% | +36.1% | +83.3% |
| All | +303.0% | +263.8% | +39.2% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACGL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling