+114.6%
ROST vs AJG
+74.4%
+40.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.7% |
| 7D | +0.2% | -8.3% | +8.5% | +2.9% |
| 30D | -6.9% | -5.7% | -1.2% | -5.2% |
| 3M | -3.3% | +9.1% | -12.4% | -6.5% |
| 6M | +9.0% | +15.2% | -6.2% | +3.1% |
| YTD | +28.9% | -6.3% | +35.2% | +31.1% |
| 1Y | +54.0% | -19.1% | +73.1% | +66.1% |
| 3Y | +100.7% | +8.2% | +92.5% | +77.1% |
| All | +114.6% | +74.4% | +40.3% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling