+64.5%
ROST vs AMDL
+102.5%
-38.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.6% | +15.2% | -1.6% |
| 7D | +0.3% | +37.2% | -37.0% | -1.3% |
| 30D | +0.5% | -24.0% | +24.5% | +0.7% |
| 3M | -5.2% | -1.0% | -4.2% | -6.6% |
| 6M | +9.8% | -3.2% | +13.0% | +6.5% |
| YTD | +29.4% | +232.2% | -202.8% | +14.5% |
| 1Y | +44.4% | +137.7% | -93.4% | +30.0% |
| All | +64.5% | +102.5% | -38.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling