+144.4%
ADI vs ROST
+94.3%
+50.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.7% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | +4.7% | -5.2% | +10.0% | +7.0% |
| 6M | -7.4% | +9.8% | -17.3% | -12.4% |
| YTD | +48.1% | +29.4% | +18.7% | +28.7% |
| 1Y | +69.6% | +44.4% | +25.3% | +39.4% |
| 3Y | +144.4% | +95.0% | +49.4% | +74.2% |
| All | +144.4% | +94.3% | +50.1% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling