+302.2%
ROST vs ACGL
+263.8%
+38.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.5% |
| 7D | 0.0% | -2.9% | +3.0% | +1.4% |
| 30D | -10.2% | -2.8% | -7.3% | -9.0% |
| 3M | +1.0% | +6.8% | -5.8% | -2.3% |
| 6M | +8.7% | -1.5% | +10.3% | +8.8% |
| YTD | +27.8% | -0.2% | +28.0% | +26.5% |
| 1Y | +52.7% | +5.3% | +47.4% | +46.8% |
| 3Y | +97.5% | +30.3% | +67.2% | +63.6% |
| 5Y | +111.6% | +151.8% | -40.2% | +17.4% |
| 10Y | +302.2% | +266.9% | +35.3% | +82.9% |
| All | +302.2% | +263.8% | +38.4% | +82.9% |
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