+96,674.4%
AMAT vs ROST
+71,708.0%
+24,966.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.3% | -9.3% | -12.3% |
| 7D | -24.3% | +1.3% | -25.5% | -24.5% |
| 30D | -39.8% | +4.9% | -44.7% | -40.7% |
| 3M | -40.2% | -6.9% | -33.3% | -39.1% |
| 6M | -22.1% | +3.8% | -25.9% | -23.8% |
| YTD | +24.7% | +31.4% | -6.7% | +14.1% |
| 1Y | +33.3% | +46.2% | -12.9% | +18.2% |
| 3Y | +133.9% | +99.8% | +34.1% | +88.8% |
| 5Y | +117.1% | +107.6% | +9.4% | +72.0% |
| 10Y | +1,158.7% | +322.2% | +836.4% | +718.6% |
| All | +96,674.4% | +71,708.0% | +24,966.4% | +19,809.0% |
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