+142.7%
AMAT vs ROST
+95.7%
+47.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.9% |
| 7D | -14.7% | +1.2% | -15.9% | -15.0% |
| 30D | -36.1% | +2.5% | -38.6% | -36.7% |
| 3M | -36.9% | -9.0% | -27.9% | -34.5% |
| 6M | -22.2% | +1.3% | -23.5% | -24.1% |
| YTD | +29.9% | +29.1% | +0.9% | +11.1% |
| 1Y | +43.3% | +45.4% | -2.2% | +14.8% |
| 3Y | +142.7% | +94.9% | +47.8% | +80.7% |
| All | +142.7% | +95.7% | +47.0% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling