+308.5%
ROST vs ALM
+3,082.3%
-2,773.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.7% |
| 7D | -2.2% | +3.6% | -5.8% | -2.3% |
| 30D | -11.4% | +33.8% | -45.2% | -12.2% |
| 3M | -1.6% | +14.8% | -16.4% | -2.2% |
| 6M | +6.8% | -7.0% | +13.8% | +6.4% |
| YTD | +25.8% | +108.1% | -82.3% | +22.4% |
| 1Y | +52.4% | +313.8% | -261.4% | +45.1% |
| 3Y | +94.4% | +2,227.6% | -2,133.2% | +72.3% |
| 5Y | +108.2% | +956.6% | -848.4% | +87.6% |
| 10Y | +308.5% | +3,082.3% | -2,773.8% | +261.2% |
| All | +308.5% | +3,082.3% | -2,773.8% | +261.2% |
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