+308.5%
ROST vs AG
+64.8%
+243.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -1.9% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -11.4% | +12.5% | -23.9% | -12.2% |
| 3M | -1.6% | +28.2% | -29.8% | -3.5% |
| 6M | +6.8% | -18.8% | +25.7% | +7.5% |
| YTD | +25.8% | +27.4% | -1.6% | +22.1% |
| 1Y | +52.4% | +132.2% | -79.8% | +41.0% |
| 3Y | +94.4% | +286.9% | -192.5% | +69.1% |
| 5Y | +108.2% | +72.8% | +35.4% | +87.9% |
| 10Y | +308.5% | +74.6% | +233.9% | +257.0% |
| All | +308.5% | +64.8% | +243.7% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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