+135.1%
ADI vs ROST
+108.0%
+27.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | +2.6% | -2.2% | +4.9% | +3.6% |
| 30D | -4.6% | -11.4% | +6.8% | +0.2% |
| 3M | -9.5% | -1.6% | -7.9% | -9.3% |
| 6M | +14.8% | +6.8% | +8.0% | +10.9% |
| YTD | +35.8% | +25.8% | +10.0% | +22.1% |
| 1Y | +48.9% | +52.4% | -3.5% | +23.2% |
| 3Y | +115.6% | +94.4% | +21.2% | +59.7% |
| 5Y | +135.1% | +108.2% | +26.9% | +62.7% |
| All | +135.1% | +108.0% | +27.1% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling