+112.0%
ROST vs ALM
+1,033.0%
-921.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -0.7% |
| 7D | +0.2% | +8.4% | -8.2% | 0.0% |
| 30D | -10.0% | +34.8% | -44.8% | -10.8% |
| 3M | +1.2% | +16.2% | -15.0% | +0.5% |
| 6M | +8.9% | +2.1% | +6.8% | +8.2% |
| YTD | +28.1% | +117.0% | -89.0% | +23.9% |
| 1Y | +53.0% | +313.9% | -260.9% | +44.4% |
| 3Y | +97.9% | +2,327.9% | -2,230.1% | +66.6% |
| 5Y | +112.0% | +1,040.6% | -928.7% | +85.2% |
| All | +112.0% | +1,033.0% | -921.1% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling