+154.6%
ROST vs ALC
+31.8%
+122.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | +1.2% | +4.9% | -3.7% | -1.0% |
| 30D | +2.5% | +19.0% | -16.5% | -5.5% |
| 3M | -9.0% | +7.8% | -16.7% | -12.3% |
| 6M | +1.3% | +14.6% | -13.2% | -5.5% |
| YTD | +29.1% | -4.4% | +33.5% | +29.9% |
| 1Y | +45.4% | +1.4% | +44.0% | +41.9% |
| 3Y | +94.9% | +2.5% | +92.3% | +78.7% |
| 5Y | +104.0% | -10.9% | +114.9% | +99.7% |
| All | +154.6% | +31.8% | +122.8% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling