+315.5%
ROST vs ACGL
+332.3%
-16.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.2% |
| 7D | +2.8% | -1.1% | +3.9% | +3.3% |
| 30D | +6.6% | +13.1% | -6.6% | +0.8% |
| 3M | -7.0% | +9.8% | -16.8% | -10.9% |
| 6M | +5.4% | +15.3% | -9.9% | -1.8% |
| YTD | +32.4% | +12.7% | +19.6% | +23.8% |
| 1Y | +48.4% | +20.7% | +27.6% | +34.3% |
| 3Y | +99.5% | +34.3% | +65.2% | +64.8% |
| 5Y | +109.9% | +170.6% | -60.7% | +13.4% |
| 10Y | +315.5% | +330.6% | -15.0% | +85.1% |
| All | +315.5% | +332.3% | -16.8% | +85.1% |
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