+97.5%
ROST vs ACM
-19.8%
+117.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -10.2% | -12.9% | +2.8% | -7.7% |
| 3M | +1.0% | -6.4% | +7.4% | +2.0% |
| 6M | +8.7% | -29.2% | +38.0% | +16.6% |
| YTD | +27.8% | -29.9% | +57.8% | +36.3% |
| 1Y | +52.7% | -47.3% | +99.9% | +76.1% |
| 3Y | +97.5% | -19.6% | +117.1% | +89.2% |
| All | +97.5% | -19.8% | +117.3% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling