+312.1%
ROST vs AMP
+589.3%
-277.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | -6.9% | -1.3% | -5.6% | -6.3% |
| 3M | -3.3% | +24.2% | -27.5% | -12.8% |
| 6M | +9.0% | +24.6% | -15.5% | -2.0% |
| YTD | +28.9% | +14.8% | +14.0% | +19.5% |
| 1Y | +54.0% | +12.8% | +41.2% | +43.6% |
| 3Y | +100.7% | +69.0% | +31.7% | +49.4% |
| 5Y | +116.0% | +124.9% | -8.8% | +37.5% |
| All | +312.1% | +589.3% | -277.2% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling