+66.1%
ROST vs AMIX
-100.0%
+166.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.2% | -16.0% | +17.3% | +1.2% |
| 30D | +2.5% | -55.4% | +57.9% | +2.4% |
| 3M | -9.0% | -87.5% | +78.6% | -9.0% |
| 6M | +1.3% | -81.2% | +82.5% | +1.7% |
| YTD | +29.1% | -86.8% | +115.9% | +29.5% |
| 1Y | +45.4% | -91.6% | +137.0% | +45.9% |
| All | +66.1% | -100.0% | +166.0% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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