+316.4%
ROST vs ALM
+2,040.7%
-1,724.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.2% | +8.1% | +1.0% |
| 7D | +3.2% | -6.3% | +9.5% | +3.3% |
| 30D | +7.4% | -31.4% | +38.9% | +8.4% |
| 3M | -6.1% | -40.6% | +34.5% | -5.0% |
| 6M | +6.2% | -58.6% | +64.9% | +8.1% |
| YTD | +33.4% | -7.6% | +41.1% | +32.4% |
| 1Y | +48.8% | +13.8% | +35.0% | +46.6% |
| 3Y | +99.5% | +842.1% | -742.6% | +81.2% |
| 5Y | +112.7% | +407.4% | -294.7% | +94.7% |
| 10Y | +316.4% | +2,079.4% | -1,762.9% | +271.0% |
| All | +316.4% | +2,040.7% | -1,724.3% | +271.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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