+70,808.4%
ROST vs AME
+18,709.1%
+52,099.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -8.9% | -6.7% | -2.2% | -6.6% |
| 3M | -0.8% | +4.1% | -4.9% | -2.6% |
| 6M | +8.5% | +1.6% | +6.9% | +7.3% |
| YTD | +28.6% | +16.1% | +12.4% | +20.9% |
| 1Y | +52.3% | +27.3% | +25.0% | +38.2% |
| 3Y | +94.8% | +50.9% | +44.0% | +64.0% |
| 5Y | +110.8% | +81.4% | +29.4% | +66.1% |
| 10Y | +304.5% | +417.0% | -112.4% | +127.1% |
| All | +70,808.4% | +18,709.1% | +52,099.3% | +17,320.3% |
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