+69,340.9%
ROST vs AJG
+11,290.2%
+58,050.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.5% | -8.5% | +6.0% | +0.7% |
| 30D | -10.3% | -3.8% | -6.5% | -9.1% |
| 3M | -2.6% | +10.8% | -13.4% | -6.7% |
| 6M | +6.5% | +15.6% | -9.1% | -0.1% |
| YTD | +25.9% | -5.1% | +31.1% | +26.3% |
| 1Y | +52.3% | -16.0% | +68.4% | +59.2% |
| 3Y | +94.6% | +9.7% | +84.8% | +80.6% |
| 5Y | +111.1% | +77.8% | +33.3% | +63.2% |
| 10Y | +308.9% | +478.2% | -169.4% | +113.5% |
| All | +69,340.9% | +11,290.2% | +58,050.7% | +15,790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling