+95.0%
ROST vs AIG
+39.5%
+55.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.3% | +6.6% | -6.3% | -1.2% |
| 30D | +0.5% | +7.0% | -6.5% | -1.0% |
| 3M | -5.2% | +9.7% | -14.9% | -7.1% |
| 6M | +9.8% | +10.8% | -1.0% | +7.2% |
| YTD | +29.4% | -1.3% | +30.7% | +29.6% |
| 1Y | +44.4% | +8.4% | +36.0% | +41.0% |
| 3Y | +95.0% | +39.0% | +56.0% | +73.0% |
| All | +95.0% | +39.5% | +55.5% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling