+312.1%
ROST vs AJG
+473.1%
-161.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +3.0% |
| 7D | +0.2% | -8.3% | +8.5% | +4.6% |
| 30D | -6.9% | -5.7% | -1.2% | -4.3% |
| 3M | -3.3% | +9.1% | -12.4% | -8.5% |
| 6M | +9.0% | +15.2% | -6.2% | -0.6% |
| YTD | +28.9% | -6.3% | +35.2% | +30.5% |
| 1Y | +54.0% | -19.1% | +73.1% | +68.8% |
| 3Y | +100.7% | +8.2% | +92.5% | +74.3% |
| 5Y | +116.0% | +75.6% | +40.4% | +31.1% |
| All | +312.1% | +473.1% | -161.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling