+203.0%
AMAT vs ROST
+95.5%
+107.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | -1.5% | +0.9% | -2.4% | -1.9% |
| 30D | -14.8% | -8.9% | -5.9% | -11.5% |
| 3M | -9.3% | -0.8% | -8.4% | -10.0% |
| 6M | +27.4% | +8.5% | +18.9% | +19.8% |
| YTD | +77.6% | +28.6% | +49.0% | +52.4% |
| 1Y | +188.9% | +52.3% | +136.6% | +126.4% |
| All | +203.0% | +95.5% | +107.6% | +116.2% |
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 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