+1,362.0%
AMAT vs ROST
+310.3%
+1,051.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.7% |
| 7D | +19.3% | +0.9% | +18.5% | +18.9% |
| 30D | -17.9% | +5.1% | -23.1% | -20.1% |
| 3M | -30.4% | -4.3% | -26.2% | -29.3% |
| 6M | -11.4% | +9.4% | -20.9% | -17.1% |
| YTD | +48.8% | +32.5% | +16.3% | +26.0% |
| 1Y | +66.0% | +46.9% | +19.1% | +33.0% |
| 3Y | +158.8% | +98.1% | +60.7% | +74.8% |
| 5Y | +153.2% | +116.9% | +36.2% | +58.4% |
| All | +1,362.0% | +310.3% | +1,051.7% | +620.4% |
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