+112.0%
ROST vs AME
+85.0%
+27.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | +2.8% | -2.6% | -1.2% |
| 30D | -10.0% | -6.3% | -3.7% | -7.0% |
| 3M | +1.2% | +5.4% | -4.2% | -2.2% |
| 6M | +8.9% | +7.4% | +1.5% | +3.9% |
| YTD | +28.1% | +16.2% | +11.9% | +16.5% |
| 1Y | +53.0% | +26.8% | +26.1% | +32.0% |
| 3Y | +97.9% | +57.5% | +40.4% | +43.2% |
| 5Y | +112.0% | +84.8% | +27.1% | +34.1% |
| All | +112.0% | +85.0% | +27.0% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling