+263,909.3%
AMZN vs ROST
+17,230.6%
+246,678.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | -5.2% | -8.9% | +3.7% | -2.0% |
| 3M | +1.9% | -0.8% | +2.7% | +1.7% |
| 6M | +19.2% | +8.5% | +10.7% | +14.7% |
| YTD | +12.0% | +28.6% | -16.6% | +1.0% |
| 1Y | +9.7% | +52.3% | -42.6% | -7.4% |
| 3Y | +87.2% | +94.8% | -7.7% | +42.7% |
| 5Y | +48.7% | +110.8% | -62.1% | +7.8% |
| 10Y | +569.3% | +304.5% | +264.8% | +241.7% |
| All | +263,909.3% | +17,230.6% | +246,678.7% | +27,311.0% |
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