+1,321.9%
AMAT vs ROST
+300.7%
+1,021.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.6% |
| 7D | +11.4% | +0.3% | +11.1% | +11.4% |
| 30D | -17.0% | +0.5% | -17.5% | -17.3% |
| 3M | -30.6% | -5.2% | -25.4% | -29.1% |
| 6M | -14.9% | +9.8% | -24.8% | -20.6% |
| YTD | +44.7% | +29.4% | +15.3% | +24.1% |
| 1Y | +66.9% | +44.4% | +22.5% | +34.9% |
| 3Y | +153.3% | +95.0% | +58.3% | +72.4% |
| 5Y | +146.2% | +111.9% | +34.4% | +56.0% |
| All | +1,321.9% | +300.7% | +1,021.2% | +609.2% |
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