+70,384.2%
ROST vs AIG
-23.1%
+70,407.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | 0.0% | -1.6% | +1.6% | +0.3% |
| 30D | -10.2% | -5.2% | -5.0% | -9.3% |
| 3M | +1.0% | +1.5% | -0.4% | +0.7% |
| 6M | +8.7% | -3.9% | +12.7% | +9.3% |
| YTD | +27.8% | -11.6% | +39.4% | +30.2% |
| 1Y | +52.7% | -2.9% | +55.6% | +52.8% |
| 3Y | +97.5% | +33.7% | +63.7% | +85.8% |
| 5Y | +111.6% | +52.7% | +58.9% | +94.1% |
| 10Y | +302.2% | +62.6% | +239.6% | +254.8% |
| All | +70,384.2% | -23.1% | +70,407.3% | +34,948.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling