+66,672.0%
ROST vs ALB
+2,835.3%
+63,836.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.6% |
| 7D | +0.9% | -8.1% | +9.0% | +2.8% |
| 30D | -8.9% | +6.3% | -15.2% | -10.3% |
| 3M | -0.8% | -23.6% | +22.7% | +4.9% |
| 6M | +8.5% | -24.6% | +33.1% | +13.6% |
| YTD | +28.6% | -10.3% | +38.9% | +27.9% |
| 1Y | +52.3% | +61.5% | -9.1% | +29.4% |
| 3Y | +94.8% | -34.0% | +128.8% | +90.6% |
| 5Y | +110.8% | -44.6% | +155.4% | +105.5% |
| 10Y | +304.5% | +76.1% | +228.4% | +166.6% |
| All | +66,672.0% | +2,835.3% | +63,836.8% | +22,603.4% |
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