+112.7%
ROST vs ADM
+23.4%
+89.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.2% | -1.8% | +5.0% | +3.4% |
| 30D | +7.4% | -13.3% | +20.7% | +9.4% |
| 3M | -6.1% | -13.4% | +7.3% | -4.4% |
| 6M | +6.2% | -9.6% | +15.8% | +7.1% |
| YTD | +33.4% | +23.0% | +10.4% | +27.4% |
| 1Y | +48.8% | +27.4% | +21.4% | +41.1% |
| 3Y | +99.5% | +5.7% | +93.9% | +93.2% |
| 5Y | +112.7% | +22.1% | +90.6% | +82.6% |
| All | +112.7% | +23.4% | +89.3% | +82.6% |
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 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