+37,071.2%
ADI vs ROST
+70,186.3%
-33,115.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | -3.8% | -8.9% | +5.1% | -1.5% |
| 3M | -15.3% | -0.8% | -14.4% | -15.3% |
| 6M | +6.7% | +8.5% | -1.8% | +4.1% |
| YTD | +34.8% | +28.6% | +6.2% | +25.6% |
| 1Y | +49.0% | +52.3% | -3.3% | +32.8% |
| 3Y | +108.1% | +94.8% | +13.2% | +73.2% |
| 5Y | +142.4% | +110.8% | +31.7% | +94.3% |
| 10Y | +589.9% | +304.5% | +285.4% | +360.9% |
| All | +37,071.2% | +70,186.3% | -33,115.1% | +7,732.7% |
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 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