+303.0%
ROST vs ACM
+128.0%
+175.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | -10.0% | -12.9% | +2.9% | -4.9% |
| 3M | +1.2% | -6.4% | +7.6% | +3.0% |
| 6M | +8.9% | -29.2% | +38.2% | +25.5% |
| YTD | +28.1% | -29.9% | +58.0% | +46.4% |
| 1Y | +53.0% | -47.3% | +100.2% | +99.3% |
| 3Y | +97.9% | -19.6% | +117.5% | +102.1% |
| 5Y | +112.0% | +5.5% | +106.5% | +85.9% |
| 10Y | +303.0% | +129.7% | +173.3% | +143.8% |
| All | +303.0% | +128.0% | +175.0% | +143.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling