+52.3%
ROST vs ADM
+44.2%
+8.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.5% | +3.0% | -5.5% | -2.4% |
| 30D | -10.3% | +8.7% | -19.0% | -10.0% |
| 3M | -2.6% | +7.6% | -10.2% | -2.2% |
| 6M | +6.5% | +26.9% | -20.3% | +6.0% |
| YTD | +25.9% | +54.3% | -28.4% | +21.6% |
| 1Y | +52.3% | +45.7% | +6.7% | +47.7% |
| All | +52.3% | +44.2% | +8.1% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling