+74,203.7%
ROST vs AME
+18,892.6%
+55,311.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 3M | -4.0% | -6.3% | +2.3% | -2.1% |
| 6M | +12.9% | +3.5% | +9.3% | +10.6% |
| YTD | +34.7% | +17.3% | +17.5% | +25.7% |
| 1Y | +49.5% | +22.0% | +27.5% | +37.5% |
| 3Y | +101.5% | +62.0% | +39.5% | +64.6% |
| 5Y | +120.7% | +78.5% | +42.2% | +74.2% |
| 10Y | +317.8% | +441.6% | -123.8% | +130.3% |
| All | +74,203.7% | +18,892.6% | +55,311.1% | +18,015.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling