+112.3%
ROST vs ACGL
+161.8%
-49.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +0.9% | -0.7% | +1.7% | +1.1% |
| 30D | -8.9% | -1.0% | -7.9% | -8.7% |
| 3M | -0.8% | +11.0% | -11.9% | -3.8% |
| 6M | +8.5% | -0.3% | +8.8% | +8.3% |
| YTD | +28.6% | +2.3% | +26.3% | +27.0% |
| 1Y | +52.3% | +6.4% | +46.0% | +48.5% |
| 3Y | +94.8% | +34.0% | +60.9% | +70.0% |
| All | +112.3% | +161.8% | -49.4% | +29.9% |
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 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