+70,808.4%
ROST vs AON
+5,128.2%
+65,680.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +0.9% | -9.1% | +10.0% | +3.9% |
| 30D | -8.9% | -10.2% | +1.3% | -5.8% |
| 3M | -0.8% | +0.5% | -1.3% | -1.5% |
| 6M | +8.5% | -4.8% | +13.3% | +9.3% |
| YTD | +28.6% | -8.0% | +36.6% | +30.5% |
| 1Y | +52.3% | -13.1% | +65.4% | +57.2% |
| 3Y | +94.8% | -1.3% | +96.1% | +90.1% |
| 5Y | +110.8% | +14.9% | +95.8% | +94.8% |
| 10Y | +304.5% | +214.9% | +89.6% | +170.0% |
| All | +70,808.4% | +5,128.2% | +65,680.2% | +11,898.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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