+105.8%
ROST vs ACM
-2.7%
+108.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.2% | +5.4% | -4.1% | -0.6% |
| 30D | +2.5% | +15.1% | -12.7% | -2.5% |
| 3M | -9.0% | -10.5% | +1.5% | -5.7% |
| 6M | +1.3% | -19.7% | +21.0% | +8.9% |
| YTD | +29.1% | -28.8% | +57.9% | +43.9% |
| 1Y | +45.4% | -47.9% | +93.3% | +87.1% |
| 3Y | +94.9% | -12.4% | +107.2% | +79.5% |
| All | +105.8% | -2.7% | +108.5% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling