+763.4%
ROST vs AMCR
+96.6%
+666.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +0.2% | -1.8% | +2.1% | +0.8% |
| 30D | -10.0% | -6.0% | -4.0% | -8.2% |
| 3M | +1.2% | +18.9% | -17.7% | -4.8% |
| 6M | +8.9% | +5.7% | +3.3% | +6.1% |
| YTD | +28.1% | +11.1% | +17.0% | +21.8% |
| 1Y | +53.0% | +12.7% | +40.2% | +44.5% |
| 3Y | +97.9% | +9.6% | +88.3% | +85.8% |
| 5Y | +112.0% | -10.3% | +122.3% | +112.7% |
| 10Y | +303.0% | +16.5% | +286.5% | +253.3% |
| All | +763.4% | +96.6% | +666.7% | +617.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling