+153.7%
ROST vs ALC
+24.0%
+129.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | +0.9% | -2.1% | +3.0% | +1.9% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -0.8% | +5.9% | -6.7% | -3.8% |
| 6M | +8.5% | -15.9% | +24.4% | +16.6% |
| YTD | +28.6% | -10.1% | +38.7% | +33.4% |
| 1Y | +52.3% | -10.2% | +62.6% | +57.6% |
| 3Y | +94.8% | -13.6% | +108.4% | +96.4% |
| 5Y | +110.8% | -15.1% | +125.9% | +110.4% |
| All | +153.7% | +24.0% | +129.7% | +79.1% |
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