+669.4%
ROST vs ALLY
+124.8%
+544.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.9% | +3.7% | -2.7% | -0.4% |
| 30D | -8.9% | -2.3% | -6.6% | -8.1% |
| 3M | -0.8% | +3.8% | -4.7% | -2.5% |
| 6M | +8.5% | +9.7% | -1.2% | +4.2% |
| YTD | +28.6% | -1.4% | +30.0% | +28.0% |
| 1Y | +52.3% | +8.2% | +44.1% | +45.8% |
| 3Y | +94.8% | +66.5% | +28.4% | +50.5% |
| 5Y | +110.8% | +1.2% | +109.6% | +90.8% |
| 10Y | +304.5% | +191.4% | +113.1% | +125.0% |
| All | +669.4% | +124.8% | +544.5% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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