+40,736.5%
ADI vs ROST
+70,624.3%
-29,887.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -2.1% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | -1.4% | +0.5% | -1.9% | -1.5% |
| 3M | +4.7% | -5.2% | +10.0% | +6.0% |
| 6M | -7.4% | +9.8% | -17.3% | -10.1% |
| YTD | +48.1% | +29.4% | +18.7% | +37.6% |
| 1Y | +69.6% | +44.4% | +25.3% | +53.2% |
| 3Y | +144.4% | +95.0% | +49.4% | +103.2% |
| 5Y | +134.1% | +111.9% | +22.3% | +87.3% |
| 10Y | +632.8% | +301.2% | +331.5% | +389.9% |
| All | +40,736.5% | +70,624.3% | -29,887.9% | +8,481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling