+78.0%
ROST vs ADVB
-97.1%
+175.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.0% | -9.0% | +0.9% |
| 7D | -1.8% | +10.5% | -12.3% | -1.9% |
| 30D | +6.8% | -56.0% | +62.9% | +7.2% |
| 3M | -4.0% | -70.1% | +66.1% | -3.5% |
| 6M | +12.9% | -53.7% | +66.6% | +11.8% |
| YTD | +34.7% | -60.3% | +95.0% | +33.7% |
| 1Y | +49.5% | -73.1% | +122.6% | +49.0% |
| All | +78.0% | -97.1% | +175.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling