+79.3%
ADI vs ROST
+54.7%
+24.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.1% | -9.3% | -4.8% |
| 7D | -5.1% | +7.8% | -12.9% | -7.1% |
| 30D | -3.1% | +8.6% | -11.6% | -5.5% |
| 3M | +7.1% | -1.9% | +9.1% | +8.1% |
| 6M | +2.9% | +9.1% | -6.2% | -0.4% |
| YTD | +51.1% | +37.2% | +13.9% | +32.8% |
| 1Y | +79.3% | +52.7% | +26.6% | +50.7% |
| All | +79.3% | +54.7% | +24.6% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling