+311.1%
ROST vs ALM
+1,942.8%
-1,631.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.5% |
| 7D | +0.9% | -4.0% | +4.9% | +0.9% |
| 30D | +5.1% | -30.5% | +35.6% | +6.0% |
| 3M | -4.3% | -46.9% | +42.7% | -2.9% |
| 6M | +9.4% | -65.5% | +74.9% | +12.0% |
| YTD | +32.5% | -13.4% | +45.9% | +31.6% |
| 1Y | +46.9% | +9.8% | +37.1% | +44.8% |
| 3Y | +98.1% | +783.1% | -685.0% | +80.2% |
| 5Y | +116.9% | +378.3% | -261.4% | +99.0% |
| All | +311.1% | +1,942.8% | -1,631.7% | +266.9% |
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