+54.0%
ROST vs AIG
-1.2%
+55.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | -6.9% | -1.1% | -5.8% | -6.7% |
| 3M | -3.3% | +0.7% | -4.0% | -3.5% |
| 6M | +9.0% | -2.2% | +11.2% | +9.1% |
| YTD | +28.9% | -10.8% | +39.7% | +31.1% |
| 1Y | +54.0% | -2.0% | +56.0% | +53.4% |
| All | +54.0% | -1.2% | +55.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling