+312.1%
ROST vs AGI
+392.3%
-80.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.3% |
| 30D | -6.9% | +7.2% | -14.1% | -7.0% |
| 3M | -3.3% | +4.3% | -7.6% | -3.5% |
| 6M | +9.0% | -27.1% | +36.1% | +9.7% |
| YTD | +28.9% | -6.6% | +35.5% | +28.8% |
| 1Y | +54.0% | +9.5% | +44.5% | +53.1% |
| 3Y | +100.7% | +208.4% | -107.7% | +94.5% |
| 5Y | +116.0% | +401.6% | -285.6% | +108.2% |
| All | +312.1% | +392.3% | -80.2% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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