+311.1%
ROST vs ATI
+1,002.4%
-691.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +0.9% | +13.0% | -12.1% | -2.3% |
| 30D | +5.1% | +0.2% | +4.9% | +4.6% |
| 3M | -4.3% | -17.5% | +13.2% | -0.1% |
| 6M | +9.4% | +18.1% | -8.7% | +3.0% |
| YTD | +32.5% | +65.7% | -33.2% | +13.1% |
| 1Y | +46.9% | +91.9% | -45.0% | +20.4% |
| 3Y | +98.1% | +335.2% | -237.1% | +22.8% |
| 5Y | +116.9% | +1,004.3% | -887.4% | -1.6% |
| All | +311.1% | +1,002.4% | -691.3% | +60.8% |
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