+54.0%
ROST vs AMCR
+9.4%
+44.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.6% |
| 7D | +0.2% | -6.3% | +6.5% | +1.4% |
| 30D | -6.9% | -7.8% | +0.9% | -5.5% |
| 3M | -3.3% | +7.5% | -10.8% | -4.5% |
| 6M | +9.0% | +2.7% | +6.4% | +7.6% |
| YTD | +28.9% | +6.0% | +22.8% | +23.8% |
| 1Y | +54.0% | +7.8% | +46.2% | +48.0% |
| All | +54.0% | +9.4% | +44.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling