+11,869.2%
ROST vs AU
+783.5%
+11,085.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -10.0% | +12.8% | -22.8% | -10.6% |
| 3M | +1.2% | +28.5% | -27.2% | -0.2% |
| 6M | +8.9% | +4.8% | +4.1% | +8.2% |
| YTD | +28.1% | +31.0% | -2.9% | +25.6% |
| 1Y | +53.0% | +81.4% | -28.5% | +47.3% |
| 3Y | +97.9% | +618.4% | -520.6% | +76.0% |
| 5Y | +112.0% | +686.3% | -574.3% | +85.9% |
| 10Y | +303.0% | +664.5% | -361.6% | +244.3% |
| All | +11,869.2% | +783.5% | +11,085.7% | +9,896.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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