+111.6%
ROST vs ALC
-15.6%
+127.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | 0.0% | -3.7% | +3.7% | +1.3% |
| 30D | -10.2% | -3.7% | -6.4% | -9.0% |
| 3M | +1.0% | +4.6% | -3.5% | -0.7% |
| 6M | +8.7% | -14.6% | +23.3% | +14.0% |
| YTD | +27.8% | -11.9% | +39.7% | +32.3% |
| 1Y | +52.7% | -13.1% | +65.8% | +58.5% |
| 3Y | +97.5% | -15.0% | +112.5% | +100.3% |
| 5Y | +111.6% | -16.2% | +127.8% | +112.2% |
| All | +111.6% | -15.6% | +127.2% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling