+312.1%
ROST vs AME
+445.1%
-133.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -0.9% | +0.3% |
| 7D | +0.2% | +1.7% | -1.5% | -0.9% |
| 30D | -6.9% | -6.4% | -0.4% | -3.0% |
| 3M | -3.3% | +7.1% | -10.4% | -8.0% |
| 6M | +9.0% | +8.2% | +0.9% | +2.6% |
| YTD | +28.9% | +18.2% | +10.7% | +14.1% |
| 1Y | +54.0% | +26.7% | +27.2% | +29.7% |
| 3Y | +100.7% | +60.7% | +40.0% | +39.2% |
| 5Y | +116.0% | +91.6% | +24.5% | +30.9% |
| All | +312.1% | +445.1% | -133.0% | +61.4% |
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