+52.7%
ROST vs AMDL
+108.7%
-55.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +6.1% |
| 7D | +7.8% | -30.7% | +38.5% | +8.4% |
| 30D | +8.6% | -43.8% | +52.3% | +9.6% |
| 3M | -1.9% | -24.5% | +22.6% | -1.9% |
| 6M | +9.1% | +44.7% | -35.5% | +5.7% |
| YTD | +37.2% | +204.0% | -166.7% | +27.3% |
| 1Y | +52.7% | +109.1% | -56.3% | +42.2% |
| All | +52.7% | +108.7% | -55.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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