+46.9%
ROST vs ACM
-46.1%
+93.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +0.9% | +5.1% | -4.2% | +0.5% |
| 30D | +5.1% | +18.7% | -13.5% | +4.1% |
| 3M | -4.3% | +15.5% | -19.7% | -5.1% |
| 6M | +9.4% | +1.2% | +8.2% | +9.5% |
| YTD | +32.5% | -25.2% | +57.7% | +33.0% |
| 1Y | +46.9% | -46.3% | +93.2% | +44.6% |
| All | +46.9% | -46.1% | +93.0% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling