+105.8%
ROST vs ACGL
+159.2%
-53.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.0% |
| 7D | +1.2% | +0.9% | +0.4% | +1.0% |
| 30D | +2.5% | +13.7% | -11.3% | -0.9% |
| 3M | -9.0% | +8.0% | -17.0% | -10.8% |
| 6M | +1.3% | +13.3% | -11.9% | -2.2% |
| YTD | +29.1% | +11.8% | +17.2% | +24.5% |
| 1Y | +45.4% | +22.2% | +23.2% | +36.6% |
| 3Y | +94.9% | +32.5% | +62.4% | +73.9% |
| All | +105.8% | +159.2% | -53.5% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling