+167.6%
AMAT vs ROST
+118.3%
+49.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.5% |
| 7D | +7.0% | -1.8% | +8.8% | +8.3% |
| 30D | -20.6% | +6.8% | -27.4% | -23.3% |
| 3M | -24.8% | -4.0% | -20.8% | -23.5% |
| 6M | -10.7% | +12.9% | -23.6% | -18.4% |
| YTD | +54.3% | +34.7% | +19.5% | +27.5% |
| 1Y | +73.7% | +49.5% | +24.2% | +35.0% |
| 3Y | +168.4% | +101.5% | +66.9% | +72.2% |
| 5Y | +167.6% | +120.7% | +46.9% | +53.3% |
| All | +167.6% | +118.3% | +49.3% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling