+317.8%
ROST vs AMBA
+7.9%
+310.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.6% | +0.4% |
| 7D | -1.8% | +2.6% | -4.4% | -2.3% |
| 30D | +6.8% | -3.6% | +10.4% | +7.2% |
| 3M | -4.0% | -24.6% | +20.6% | -0.2% |
| 6M | +12.9% | -21.6% | +34.5% | +13.3% |
| YTD | +34.7% | -11.8% | +46.5% | +30.9% |
| 1Y | +49.5% | -33.2% | +82.7% | +51.8% |
| 3Y | +101.5% | +24.5% | +77.0% | +70.7% |
| 5Y | +120.7% | -67.7% | +188.3% | +124.7% |
| 10Y | +317.8% | +4.7% | +313.1% | +189.6% |
| All | +317.8% | +7.9% | +310.0% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling