+137,736.4%
AMAT vs ROST
+70,186.3%
+67,550.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -14.8% | -8.9% | -5.9% | -12.6% |
| 3M | -9.3% | -0.8% | -8.4% | -9.7% |
| 6M | +27.4% | +8.5% | +18.9% | +23.5% |
| YTD | +77.6% | +28.6% | +49.0% | +63.8% |
| 1Y | +188.9% | +52.3% | +136.6% | +153.7% |
| 3Y | +202.3% | +94.8% | +107.4% | +146.1% |
| 5Y | +248.9% | +110.8% | +138.1% | +175.6% |
| 10Y | +1,585.2% | +304.5% | +1,280.7% | +1,010.5% |
| All | +137,736.4% | +70,186.3% | +67,550.1% | +28,480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling