+711.8%
ROST vs ALM
+7,705.7%
-6,994.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +0.9% | -2.6% | +3.5% | +0.9% |
| 30D | -8.9% | +32.0% | -40.9% | -8.9% |
| 3M | -0.8% | -15.0% | +14.2% | -0.8% |
| 6M | +8.5% | -10.1% | +18.6% | +8.5% |
| YTD | +28.6% | +99.4% | -70.8% | +28.4% |
| 1Y | +52.3% | +316.4% | -264.0% | +52.0% |
| 3Y | +94.8% | +2,022.0% | -1,927.1% | +93.9% |
| 5Y | +110.8% | +941.2% | -830.4% | +109.8% |
| 10Y | +304.5% | +2,950.3% | -2,645.8% | +302.7% |
| All | +711.8% | +7,705.7% | -6,994.0% | +710.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling