+1,315.3%
AMAT vs ROST
+324.5%
+990.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.8% | +10.1% |
| 7D | -1.1% | +2.8% | -3.8% | -2.3% |
| 30D | -26.9% | +6.6% | -33.5% | -29.3% |
| 3M | -31.2% | -7.0% | -24.2% | -29.1% |
| 6M | -14.7% | +5.4% | -20.1% | -18.7% |
| YTD | +44.7% | +32.4% | +12.3% | +22.6% |
| 1Y | +62.0% | +48.4% | +13.6% | +29.0% |
| 3Y | +165.0% | +99.5% | +65.5% | +78.3% |
| 5Y | +147.1% | +109.9% | +37.2% | +57.1% |
| 10Y | +1,315.3% | +315.5% | +999.7% | +597.0% |
| All | +1,315.3% | +324.5% | +990.7% | +597.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling