+43.9%
ROST vs AMDL
+79.5%
-35.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +22.3% | -24.0% | -2.2% |
| 7D | +1.2% | -26.2% | +27.4% | +1.7% |
| 30D | +2.5% | -57.1% | +59.5% | +3.9% |
| 3M | -9.0% | -29.8% | +20.9% | -8.8% |
| 6M | +1.3% | -22.2% | +23.6% | 0.0% |
| YTD | +29.1% | +142.1% | -113.1% | +20.6% |
| All | +43.9% | +79.5% | -35.6% | +34.4% |
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