+94.5%
ROST vs ALM
+832.5%
-738.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +1.2% | -6.7% | +7.9% | +1.3% |
| 30D | +2.5% | -32.9% | +35.4% | +3.1% |
| 3M | -9.0% | -39.5% | +30.5% | -8.4% |
| 6M | +1.3% | -62.0% | +63.3% | +2.8% |
| YTD | +29.1% | -7.8% | +36.9% | +28.7% |
| 1Y | +45.4% | +26.7% | +18.7% | +44.2% |
| All | +94.5% | +832.5% | -738.0% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling