+610.6%
ROST vs AMC
-98.1%
+708.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.8% | -0.6% |
| 7D | +0.9% | +2.3% | -1.4% | +0.9% |
| 30D | -8.9% | -0.7% | -8.1% | -8.9% |
| 3M | -0.8% | +35.2% | -36.0% | -2.2% |
| 6M | +8.5% | +124.6% | -116.1% | +4.8% |
| YTD | +28.6% | +69.9% | -41.3% | +25.2% |
| 1Y | +52.3% | -2.6% | +54.9% | +50.9% |
| 3Y | +94.8% | -79.8% | +174.6% | +98.0% |
| 5Y | +110.8% | -99.4% | +210.2% | +129.2% |
| 10Y | +304.5% | -98.9% | +403.4% | +269.3% |
| All | +610.6% | -98.1% | +708.7% | +515.3% |
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