+112.0%
ROST vs AMBA
-69.7%
+181.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | +0.3% | +2.7% | -2.4% | -0.1% |
| 30D | +0.5% | -2.2% | +2.7% | +0.6% |
| 3M | -5.2% | -26.6% | +21.4% | -1.7% |
| 6M | +9.8% | -26.8% | +36.6% | +11.4% |
| YTD | +29.4% | -15.1% | +44.5% | +26.7% |
| 1Y | +44.4% | -32.3% | +76.6% | +46.0% |
| 3Y | +95.0% | +19.8% | +75.2% | +66.6% |
| All | +112.0% | -69.7% | +181.7% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling