+302.7%
ROST vs ATI
+1,155.5%
-852.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.7% | +1.0% |
| 7D | -2.5% | -2.7% | +0.2% | -1.8% |
| 30D | -10.3% | -13.5% | +3.2% | -7.0% |
| 3M | -2.6% | +8.5% | -11.1% | -5.3% |
| 6M | +6.5% | +25.2% | -18.6% | -0.9% |
| YTD | +25.9% | +73.4% | -47.5% | +7.4% |
| 1Y | +52.3% | +160.5% | -108.2% | +16.0% |
| 3Y | +94.6% | +347.3% | -252.7% | +21.7% |
| 5Y | +111.1% | +1,049.0% | -937.9% | -3.1% |
| All | +302.7% | +1,155.5% | -852.8% | +59.8% |
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