+3,742.6%
ROST vs AG
+294.5%
+3,448.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | +1.2% | +6.3% | -5.1% | +0.9% |
| 30D | +2.5% | -8.9% | +11.4% | +2.9% |
| 3M | -9.0% | -12.2% | +3.2% | -8.6% |
| 6M | +1.3% | -28.3% | +29.6% | +2.5% |
| YTD | +29.1% | -8.8% | +37.9% | +28.0% |
| 1Y | +45.4% | +39.4% | +6.1% | +40.8% |
| 3Y | +94.9% | +229.4% | -134.6% | +76.6% |
| 5Y | +104.0% | +14.5% | +89.4% | +92.3% |
| 10Y | +314.8% | +82.7% | +232.1% | +269.8% |
| All | +3,742.6% | +294.5% | +3,448.1% | +2,424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling