+317.8%
ROST vs ATI
+1,017.6%
-699.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +0.3% |
| 7D | -1.8% | +4.7% | -6.5% | -3.0% |
| 30D | +6.8% | -0.2% | +7.1% | +6.5% |
| 3M | -4.0% | -18.5% | +14.5% | +0.4% |
| 6M | +12.9% | +16.4% | -3.5% | +6.6% |
| YTD | +34.7% | +63.4% | -28.7% | +15.5% |
| 1Y | +49.5% | +91.5% | -42.0% | +22.7% |
| 3Y | +101.5% | +329.2% | -227.8% | +25.4% |
| 5Y | +120.7% | +966.7% | -846.0% | +1.1% |
| 10Y | +317.8% | +1,003.8% | -685.9% | +64.3% |
| All | +317.8% | +1,017.6% | -699.7% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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