+155.2%
ROST vs ALC
+30.4%
+124.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.8% |
| 7D | +0.3% | -1.1% | +1.3% | +0.7% |
| 30D | +0.5% | +16.0% | -15.6% | -6.4% |
| 3M | -5.2% | +0.8% | -6.1% | -5.8% |
| 6M | +9.8% | +16.8% | -7.0% | +1.3% |
| YTD | +29.4% | -5.5% | +34.9% | +30.8% |
| 1Y | +44.4% | -5.3% | +49.6% | +45.6% |
| 3Y | +95.0% | +4.1% | +90.9% | +76.8% |
| 5Y | +111.9% | -7.1% | +118.9% | +101.3% |
| All | +155.2% | +30.4% | +124.9% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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