+103.1%
ROST vs AME
+62.6%
+40.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -1.8% | +1.1% | -2.9% | -2.2% |
| 30D | +6.8% | -4.1% | +10.9% | +7.9% |
| 3M | -4.0% | -6.3% | +2.3% | -2.4% |
| 6M | +12.9% | +3.5% | +9.3% | +10.6% |
| YTD | +34.7% | +17.3% | +17.5% | +25.6% |
| 1Y | +49.5% | +22.0% | +27.5% | +37.3% |
| All | +103.1% | +62.6% | +40.5% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling