+3,728.5%
ROST vs AG
+445.6%
+3,282.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.3% |
| 7D | +0.9% | +1.0% | -0.1% | +0.9% |
| 30D | -8.9% | +19.2% | -28.1% | -9.8% |
| 3M | -0.8% | +6.2% | -7.0% | -1.5% |
| 6M | +8.5% | -26.7% | +35.2% | +9.5% |
| YTD | +28.6% | +26.1% | +2.5% | +25.6% |
| 1Y | +52.3% | +131.7% | -79.3% | +43.4% |
| 3Y | +94.8% | +255.3% | -160.5% | +75.9% |
| 5Y | +110.8% | +61.9% | +48.8% | +95.4% |
| 10Y | +304.5% | +72.0% | +232.5% | +260.5% |
| All | +3,728.5% | +445.6% | +3,282.9% | +2,376.8% |
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 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