+52.3%
ROST vs AME
+26.3%
+26.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -10.3% | -8.6% | -1.7% | -7.9% |
| 3M | -2.6% | +5.8% | -8.4% | -4.9% |
| 6M | +6.5% | +3.8% | +2.7% | +4.0% |
| YTD | +25.9% | +14.4% | +11.5% | +18.3% |
| 1Y | +52.3% | +25.8% | +26.6% | +37.7% |
| All | +52.3% | +26.3% | +26.0% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling