+111.6%
ROST vs ACM
+4.8%
+106.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -10.2% | -12.9% | +2.8% | -5.9% |
| 3M | +1.0% | -6.4% | +7.4% | +2.5% |
| 6M | +8.7% | -29.2% | +38.0% | +23.0% |
| YTD | +27.8% | -29.9% | +57.8% | +43.4% |
| 1Y | +52.7% | -47.3% | +99.9% | +94.1% |
| 3Y | +97.5% | -19.6% | +117.1% | +92.8% |
| 5Y | +111.6% | +5.5% | +106.1% | +73.3% |
| All | +111.6% | +4.8% | +106.8% | +73.3% |
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