+112.0%
ROST vs AG
+65.4%
+46.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.2% | +4.5% | -4.3% | -0.1% |
| 30D | -10.0% | +12.9% | -22.8% | -10.8% |
| 3M | +1.2% | +20.9% | -19.7% | -0.5% |
| 6M | +8.9% | -19.5% | +28.5% | +9.8% |
| YTD | +28.1% | +24.8% | +3.3% | +23.8% |
| 1Y | +53.0% | +120.2% | -67.3% | +39.8% |
| 3Y | +97.9% | +279.0% | -181.2% | +65.6% |
| 5Y | +112.0% | +67.9% | +44.1% | +88.8% |
| All | +112.0% | +65.4% | +46.6% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling