+87.6%
AMZN vs ROST
+98.9%
-11.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +1.1% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | +3.4% | +5.1% | -1.7% | +1.6% |
| 3M | +0.1% | -4.3% | +4.3% | +1.4% |
| 6M | +0.6% | +9.4% | -8.8% | -3.6% |
| YTD | +15.9% | +32.5% | -16.6% | +2.2% |
| 1Y | +9.5% | +46.9% | -37.4% | -7.6% |
| All | +87.6% | +98.9% | -11.4% | +40.8% |
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