+117,016.6%
ROST vs AZO
+41,812.3%
+75,204.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -2.5% | -2.9% | +0.4% | -1.4% |
| 30D | -10.3% | -5.3% | -5.0% | -8.4% |
| 3M | -2.6% | -7.3% | +4.8% | -0.1% |
| 6M | +6.5% | -22.7% | +29.2% | +16.7% |
| YTD | +25.9% | -15.0% | +41.0% | +32.4% |
| 1Y | +52.3% | -32.2% | +84.6% | +74.5% |
| 3Y | +94.6% | +10.0% | +84.5% | +80.5% |
| 5Y | +111.1% | +85.8% | +25.3% | +58.4% |
| 10Y | +308.9% | +298.9% | +10.0% | +123.3% |
| All | +117,016.6% | +41,812.3% | +75,204.3% | +14,271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling