+312.1%
ROST vs AZO
+296.8%
+15.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.2% | -3.6% | +3.8% | +1.9% |
| 30D | -6.9% | -5.6% | -1.3% | -4.4% |
| 3M | -3.3% | -6.6% | +3.3% | -0.8% |
| 6M | +9.0% | -22.5% | +31.6% | +21.4% |
| YTD | +28.9% | -15.2% | +44.0% | +36.6% |
| 1Y | +54.0% | -33.9% | +87.9% | +83.7% |
| 3Y | +100.7% | +11.8% | +88.9% | +78.2% |
| 5Y | +116.0% | +85.5% | +30.5% | +44.4% |
| All | +312.1% | +296.8% | +15.3% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling