+100.7%
ROST vs AMP
+66.7%
+34.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -6.9% | -1.3% | -5.6% | -6.5% |
| 3M | -3.3% | +24.2% | -27.5% | -9.6% |
| 6M | +9.0% | +24.6% | -15.5% | +1.7% |
| YTD | +28.9% | +14.8% | +14.0% | +22.6% |
| 1Y | +54.0% | +12.8% | +41.2% | +47.1% |
| 3Y | +100.7% | +69.0% | +31.7% | +57.1% |
| All | +100.7% | +66.7% | +34.1% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling