+5,967.6%
ROST vs AGI
+5,381.0%
+586.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +0.2% | +4.4% | -4.2% | +0.2% |
| 30D | -10.0% | +10.0% | -19.9% | -10.1% |
| 3M | +1.2% | +1.7% | -0.5% | +1.2% |
| 6M | +8.9% | -26.8% | +35.7% | +9.3% |
| YTD | +28.1% | -5.3% | +33.4% | +28.0% |
| 1Y | +53.0% | +11.5% | +41.5% | +52.5% |
| 3Y | +97.9% | +212.9% | -115.1% | +94.8% |
| 5Y | +112.0% | +388.8% | -276.8% | +107.7% |
| 10Y | +303.0% | +383.6% | -80.6% | +296.3% |
| All | +5,967.6% | +5,381.0% | +586.6% | +6,587.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling