+114.6%
ROST vs AMCR
-12.3%
+126.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.9% |
| 7D | +0.2% | -6.3% | +6.5% | +2.5% |
| 30D | -6.9% | -7.8% | +0.9% | -4.2% |
| 3M | -3.3% | +7.5% | -10.8% | -6.2% |
| 6M | +9.0% | +2.7% | +6.4% | +7.1% |
| YTD | +28.9% | +6.0% | +22.8% | +23.5% |
| 1Y | +54.0% | +7.8% | +46.2% | +46.3% |
| 3Y | +100.7% | +5.8% | +94.9% | +86.3% |
| All | +114.6% | -12.3% | +126.9% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling