+303.7%
ROST vs AMBA
-9.0%
+312.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.9% | -11.0% | +11.9% | +2.8% |
| 30D | -8.9% | -23.2% | +14.3% | -5.1% |
| 3M | -0.8% | -12.7% | +11.9% | -0.8% |
| 6M | +8.5% | +11.2% | -2.7% | +2.6% |
| YTD | +28.6% | -11.2% | +39.8% | +25.6% |
| 1Y | +52.3% | -22.5% | +74.9% | +50.6% |
| 3Y | +94.8% | -1.3% | +96.2% | +73.9% |
| 5Y | +110.8% | -54.2% | +164.9% | +100.1% |
| All | +303.7% | -9.0% | +312.7% | +189.1% |
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