+13,114.9%
ROST vs ATI
+1,117.2%
+11,997.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.0% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -8.9% | +2.7% | -11.6% | -9.6% |
| 3M | -0.8% | +16.3% | -17.1% | -4.5% |
| 6M | +8.5% | +30.2% | -21.7% | +1.6% |
| YTD | +28.6% | +83.6% | -55.0% | +12.0% |
| 1Y | +52.3% | +173.0% | -120.7% | +21.5% |
| 3Y | +94.8% | +356.6% | -261.8% | +34.7% |
| 5Y | +110.8% | +1,074.2% | -963.4% | +16.3% |
| 10Y | +304.5% | +1,136.2% | -831.7% | +97.7% |
| All | +13,114.9% | +1,117.2% | +11,997.8% | +4,473.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling