+301.5%
ROST vs ACM
+132.6%
+168.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +0.3% | +5.6% | -5.4% | -2.3% |
| 30D | +0.5% | +20.8% | -20.3% | -8.1% |
| 3M | -5.2% | +11.4% | -16.7% | -10.5% |
| 6M | +9.8% | +0.9% | +8.9% | +7.5% |
| YTD | +29.4% | -24.8% | +54.2% | +43.6% |
| 1Y | +44.4% | -46.4% | +90.8% | +89.7% |
| 3Y | +95.0% | -9.2% | +104.2% | +86.7% |
| 5Y | +111.9% | +5.0% | +106.9% | +84.8% |
| All | +301.5% | +132.6% | +168.9% | +123.9% |
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