+153.1%
AMAT vs ROST
+100.4%
+52.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -2.5% | +3.2% | -5.6% | -3.4% |
| 30D | -26.5% | +7.4% | -34.0% | -28.6% |
| 3M | -28.6% | -6.1% | -22.5% | -26.8% |
| 6M | -14.2% | +6.2% | -20.5% | -18.1% |
| YTD | +45.5% | +33.4% | +12.0% | +22.9% |
| 1Y | +59.3% | +48.8% | +10.5% | +26.9% |
| 3Y | +153.1% | +99.5% | +53.6% | +84.8% |
| All | +153.1% | +100.4% | +52.7% | +84.8% |
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