+316.4%
ROST vs ACM
+133.7%
+182.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +3.2% | +6.6% | -3.4% | +0.2% |
| 30D | +7.4% | +19.8% | -12.3% | -1.1% |
| 3M | -6.1% | -3.1% | -2.9% | -5.6% |
| 6M | +6.2% | -11.5% | +17.7% | +10.2% |
| YTD | +33.4% | -24.7% | +58.1% | +47.6% |
| 1Y | +48.8% | -45.1% | +93.9% | +91.7% |
| 3Y | +99.5% | -8.9% | +108.4% | +91.2% |
| 5Y | +112.7% | +5.4% | +107.3% | +86.4% |
| 10Y | +316.4% | +131.1% | +185.4% | +140.1% |
| All | +316.4% | +133.7% | +182.8% | +140.1% |
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