+73.7%
AMAT vs ROST
+49.6%
+24.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.8% |
| 7D | +7.0% | -1.8% | +8.8% | +7.3% |
| 30D | -20.6% | +6.8% | -27.4% | -21.2% |
| 3M | -24.8% | -4.0% | -20.8% | -23.8% |
| 6M | -10.7% | +12.9% | -23.6% | -16.4% |
| YTD | +54.3% | +34.7% | +19.5% | +32.1% |
| 1Y | +73.7% | +49.5% | +24.2% | +44.5% |
| All | +73.7% | +49.6% | +24.2% | +44.5% |
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