+317.8%
ROST vs ADM
+118.6%
+199.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.4% | +0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +6.8% | -11.8% | +18.6% | +11.2% |
| 3M | -4.0% | -11.3% | +7.3% | -0.6% |
| 6M | +12.9% | -10.0% | +22.9% | +15.7% |
| YTD | +34.7% | +25.9% | +8.8% | +21.1% |
| 1Y | +49.5% | +26.7% | +22.8% | +33.9% |
| 3Y | +101.5% | +8.1% | +93.3% | +84.6% |
| 5Y | +120.7% | +23.5% | +97.2% | +78.1% |
| 10Y | +317.8% | +128.2% | +189.6% | +138.6% |
| All | +317.8% | +118.6% | +199.3% | +138.6% |
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