+112.0%
ROST vs ADM
+64.4%
+47.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -10.0% | +11.0% | -21.0% | -11.4% |
| 3M | +1.2% | +6.0% | -4.8% | +0.2% |
| 6M | +8.9% | +26.9% | -18.0% | +4.4% |
| YTD | +28.1% | +50.0% | -21.9% | +19.0% |
| 1Y | +53.0% | +39.6% | +13.4% | +43.7% |
| 3Y | +97.9% | +18.5% | +79.3% | +91.1% |
| 5Y | +112.0% | +62.6% | +49.4% | +76.3% |
| All | +112.0% | +64.4% | +47.5% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling