+305.2%
ROST vs ACGL
+329.0%
-23.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.4% |
| 7D | +1.2% | +0.9% | +0.4% | +0.9% |
| 30D | +2.5% | +13.7% | -11.3% | -3.4% |
| 3M | -9.0% | +8.0% | -17.0% | -12.2% |
| 6M | +1.3% | +13.3% | -11.9% | -4.8% |
| YTD | +29.1% | +11.8% | +17.2% | +21.2% |
| 1Y | +45.4% | +22.2% | +23.2% | +30.8% |
| 3Y | +94.9% | +32.5% | +62.4% | +62.0% |
| 5Y | +104.0% | +160.2% | -56.2% | +12.6% |
| All | +305.2% | +329.0% | -23.8% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling