+112.0%
ROST vs ATI
+1,101.9%
-989.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | +0.2% | +3.2% | -2.9% | -0.4% |
| 30D | -10.0% | -9.0% | -1.0% | -8.4% |
| 3M | +1.2% | +15.1% | -13.9% | -2.2% |
| 6M | +8.9% | +38.1% | -29.2% | +0.9% |
| YTD | +28.1% | +80.7% | -52.6% | +12.2% |
| 1Y | +53.0% | +167.5% | -114.6% | +23.1% |
| 3Y | +97.9% | +366.0% | -268.1% | +35.1% |
| 5Y | +112.0% | +1,088.8% | -976.8% | +13.4% |
| All | +112.0% | +1,101.9% | -989.9% | +13.4% |
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