+111.1%
ROST vs AGI
+389.6%
-278.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.4% |
| 7D | -2.5% | -5.3% | +2.8% | -2.1% |
| 30D | -10.3% | +6.8% | -17.0% | -10.8% |
| 3M | -2.6% | +8.3% | -10.9% | -3.5% |
| 6M | +6.5% | -29.2% | +35.8% | +9.3% |
| YTD | +25.9% | -7.3% | +33.2% | +25.2% |
| 1Y | +52.3% | +8.0% | +44.3% | +48.5% |
| 3Y | +94.6% | +206.6% | -112.0% | +63.2% |
| 5Y | +111.1% | +398.1% | -287.0% | +66.1% |
| All | +111.1% | +389.6% | -278.5% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling