+71.7%
ROST vs AMIX
-99.9%
+171.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.8% | -8.0% | +0.8% |
| 7D | +3.2% | +11.4% | -8.3% | +3.2% |
| 30D | +7.4% | -40.5% | +48.0% | +7.4% |
| 3M | -6.1% | -80.1% | +74.0% | -6.1% |
| 6M | +6.2% | -74.8% | +81.1% | +6.6% |
| YTD | +33.4% | -84.0% | +117.4% | +33.9% |
| 1Y | +48.8% | -89.7% | +138.5% | +49.3% |
| All | +71.7% | -99.9% | +171.7% | +82.4% |
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