+311.1%
ROST vs AME
+442.0%
-130.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.2% | -2.0% |
| 7D | +0.9% | +8.1% | -7.2% | -3.9% |
| 30D | +5.1% | -3.8% | +8.9% | +6.9% |
| 3M | -4.3% | -6.6% | +2.4% | -1.0% |
| 6M | +9.4% | +4.6% | +4.9% | +4.6% |
| YTD | +32.5% | +17.9% | +14.6% | +16.3% |
| 1Y | +46.9% | +23.2% | +23.7% | +25.3% |
| 3Y | +98.1% | +62.9% | +35.2% | +34.6% |
| 5Y | +116.9% | +77.5% | +39.4% | +37.0% |
| All | +311.1% | +442.0% | -130.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling