+54.0%
ROST vs ATI
+159.9%
-105.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.2% | -5.6% | +5.9% | +1.0% |
| 30D | -6.9% | -13.7% | +6.9% | -4.9% |
| 3M | -3.3% | -0.4% | -2.9% | -3.5% |
| 6M | +9.0% | +26.2% | -17.2% | +2.9% |
| YTD | +28.9% | +73.2% | -44.3% | +16.4% |
| 1Y | +54.0% | +161.6% | -107.6% | +31.9% |
| All | +54.0% | +159.9% | -105.9% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling