+188.9%
AMAT vs ROST
+54.0%
+135.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | -14.8% | -8.9% | -5.9% | -12.8% |
| 3M | -9.3% | -0.8% | -8.4% | -9.7% |
| 6M | +27.4% | +8.5% | +18.9% | +19.2% |
| YTD | +77.6% | +28.6% | +49.0% | +51.2% |
| 1Y | +188.9% | +52.3% | +136.6% | +125.7% |
| All | +188.9% | +54.0% | +135.0% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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