+112.0%
ROST vs ACGL
+173.3%
-61.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.4% |
| 7D | +0.3% | +2.2% | -1.9% | -0.3% |
| 30D | +0.5% | +12.3% | -11.8% | -2.5% |
| 3M | -5.2% | +11.8% | -17.1% | -8.0% |
| 6M | +9.8% | +17.5% | -7.6% | +5.0% |
| YTD | +29.4% | +14.3% | +15.1% | +24.1% |
| 1Y | +44.4% | +18.2% | +26.2% | +37.1% |
| 3Y | +95.0% | +33.2% | +61.8% | +74.1% |
| All | +112.0% | +173.3% | -61.3% | +25.8% |
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