+302.7%
ROST vs ADM
+178.5%
+124.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -2.5% | +3.0% | -5.5% | -3.5% |
| 30D | -10.3% | +8.7% | -19.0% | -12.9% |
| 3M | -2.6% | +7.6% | -10.2% | -5.4% |
| 6M | +6.5% | +26.9% | -20.3% | -3.0% |
| YTD | +25.9% | +54.3% | -28.4% | +6.4% |
| 1Y | +52.3% | +45.7% | +6.7% | +31.0% |
| 3Y | +94.6% | +21.9% | +72.6% | +74.3% |
| 5Y | +111.1% | +67.2% | +44.0% | +52.2% |
| All | +302.7% | +178.5% | +124.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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