+70.5%
ROST vs AMIX
-100.0%
+170.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.4% | +6.8% | -1.7% |
| 7D | +0.9% | -10.9% | +11.7% | +0.9% |
| 30D | +5.1% | -55.0% | +60.1% | +5.1% |
| 3M | -4.3% | -82.0% | +77.8% | -4.3% |
| 6M | +9.4% | -80.4% | +89.9% | +9.8% |
| YTD | +32.5% | -88.3% | +120.8% | +33.0% |
| 1Y | +46.9% | -92.4% | +139.3% | +47.4% |
| All | +70.5% | -100.0% | +170.5% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling