+3,844.8%
ROST vs AG
+264.0%
+3,580.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.4% |
| 7D | +0.9% | -6.0% | +6.9% | +1.2% |
| 30D | +5.1% | -14.3% | +19.5% | +5.9% |
| 3M | -4.3% | -26.9% | +22.7% | -2.9% |
| 6M | +9.4% | -42.1% | +51.5% | +11.9% |
| YTD | +32.5% | -15.9% | +48.4% | +32.0% |
| 1Y | +46.9% | +11.5% | +35.4% | +43.9% |
| 3Y | +98.1% | +208.0% | -109.9% | +80.1% |
| 5Y | +116.9% | +2.4% | +114.5% | +105.6% |
| 10Y | +310.9% | +77.0% | +233.8% | +267.3% |
| All | +3,844.8% | +264.0% | +3,580.8% | +2,501.7% |
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