+44.4%
ROST vs ALC
-6.0%
+50.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.2% |
| 7D | +0.3% | -1.1% | +1.3% | +0.6% |
| 30D | +0.5% | +16.0% | -15.6% | -3.1% |
| 3M | -5.2% | +0.8% | -6.1% | -5.4% |
| 6M | +9.8% | +16.8% | -7.0% | +5.7% |
| YTD | +29.4% | -5.5% | +34.9% | +31.7% |
| 1Y | +44.4% | -5.3% | +49.6% | +46.6% |
| All | +44.4% | -6.0% | +50.4% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling