+70,960.8%
ROST vs AFL
+18,562.2%
+52,398.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.2% | -1.6% | +1.9% | +0.7% |
| 30D | -6.9% | -4.0% | -2.8% | -5.7% |
| 3M | -3.3% | -0.5% | -2.8% | -3.3% |
| 6M | +9.0% | +6.5% | +2.5% | +6.6% |
| YTD | +28.9% | +6.2% | +22.7% | +25.9% |
| 1Y | +54.0% | +8.3% | +45.7% | +49.4% |
| 3Y | +100.7% | +62.5% | +38.2% | +69.2% |
| 5Y | +116.0% | +136.2% | -20.1% | +61.7% |
| 10Y | +318.4% | +301.4% | +17.0% | +168.4% |
| All | +70,960.8% | +18,562.2% | +52,398.6% | +10,193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling