+632.2%
ROST vs AMC
-97.6%
+729.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -1.6% |
| 7D | +0.9% | +8.4% | -7.6% | +0.6% |
| 30D | +5.1% | +9.2% | -4.0% | +4.8% |
| 3M | -4.3% | +32.0% | -36.3% | -5.3% |
| 6M | +9.4% | +149.3% | -139.8% | +5.4% |
| YTD | +32.5% | +114.1% | -81.6% | +27.9% |
| 1Y | +46.9% | +35.8% | +11.1% | +43.9% |
| 3Y | +98.1% | -58.3% | +156.4% | +97.5% |
| 5Y | +116.9% | -99.2% | +216.1% | +133.5% |
| 10Y | +310.9% | -98.8% | +409.6% | +279.2% |
| All | +632.2% | -97.6% | +729.8% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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