+112.7%
ROST vs ATI
+951.9%
-839.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +3.2% | +1.3% | +1.8% | +2.9% |
| 30D | +7.4% | -4.8% | +12.2% | +8.1% |
| 3M | -6.1% | -19.9% | +13.9% | -2.4% |
| 6M | +6.2% | +15.4% | -9.1% | +1.8% |
| YTD | +33.4% | +59.2% | -25.8% | +19.1% |
| 1Y | +48.8% | +86.3% | -37.5% | +28.5% |
| 3Y | +99.5% | +318.2% | -218.7% | +37.9% |
| 5Y | +112.7% | +958.6% | -846.0% | +16.1% |
| All | +112.7% | +951.9% | -839.3% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling