+114.6%
ROST vs AZO
+85.8%
+28.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.2% | -3.6% | +3.8% | +1.6% |
| 30D | -6.9% | -5.6% | -1.3% | -4.9% |
| 3M | -3.3% | -6.6% | +3.3% | -1.2% |
| 6M | +9.0% | -22.5% | +31.6% | +19.5% |
| YTD | +28.9% | -15.2% | +44.0% | +35.3% |
| 1Y | +54.0% | -33.9% | +87.9% | +79.8% |
| 3Y | +100.7% | +11.8% | +88.9% | +76.3% |
| All | +114.6% | +85.8% | +28.9% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling