+69,196.5%
ROST vs ALB
+2,114.0%
+67,082.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.8% |
| 7D | +3.2% | +5.3% | -2.1% | +1.9% |
| 30D | +7.4% | -6.3% | +13.7% | +8.8% |
| 3M | -6.1% | -27.4% | +21.4% | +0.5% |
| 6M | +6.2% | -53.1% | +59.3% | +24.9% |
| YTD | +33.4% | -32.3% | +65.8% | +40.9% |
| 1Y | +48.8% | -7.3% | +56.1% | +45.2% |
| 3Y | +99.5% | -14.9% | +114.5% | +81.2% |
| 5Y | +112.7% | -62.0% | +174.7% | +126.7% |
| 10Y | +316.4% | +33.0% | +283.4% | +191.9% |
| All | +69,196.5% | +2,114.0% | +67,082.5% | +24,924.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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